[Lazarus] Error on first compilation of a legacy WinCe project

[Antonio Fortuny]

Sorry but the text of my answer was mixed inside your text.
I wonder if the unit mentioned is used only by Win32.
Differences between Win32 and WinCE must be managed depending on the 
apis used. The shlobj.pp does exist only in win32 folder. You should 
check whether the functions and procedures used from that unit have 
equivalences in WinCE.

Antonio.