According to MSDN
http://msdn.microsoft.com/en-us/library/ms683560%28v=vs.85%29.aspx

The signature is:

LONG __cdecl InterlockedCompareExchange(
  __inout  LONG volatile *Destination,
  __in     LONG Exchange,
  __in     LONG Comparand
);

However winbase.h is defined with PVOID types:

PVOID
WINAPI
InterlockedCompareExchange (
    PVOID *Destination,
    PVOID Exchange,
    PVOID Comperand
    );

This is however the correct signature for InterlockedCompareExchangePointer which is not found in the header file.
http://msdn.microsoft.com/en-us/library/ms683568%28v=vs.85%29.aspx