Loading functions dynamically won't help compile speed at all. If you cannot include headers you cannot compile. If you include headers (windows.h), then everything is already slow, so changing something else at runtime won't gain anything.
It appears dsound.h wants WAVEFORMATEX type. It is usually available from mmsystem.h, I guess it get's excluded when WIN32_LEAN_AND_MEAN is defined. So change includes to this (you'll need this header anyway if you'll want to use timeBeginPeriod function):
| #define WIN32_LEAN_AND_MEAN
#include <windows.h>
#include <mmsystem.h>
#include <dsound.h>
|