This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
If you look at the description in the Windows API reference on MSDN, it tells you in which DLL this function is: advapi32.dll.
Note that the description also says Requires Windows Vista / Requires Windows Server "Longhorn", so this is most likely not going to work on Windows 2000 anyway. You should use the function ExitWindowsEx instead.