Compilation conflict with Windows.h

I have a Windows application consuming SDAPI. In my code I have to include both Windows.h and SDEXception.h. When compiling the application, I have the following error:

illegal token on right side of '::' (SDEXception.h, line 294)

This is due to the fact that Windows.h defines #MIN and #MAX macros, which are conflicting with the std::numeric_limitsstd::uint32_t::max() call (SDEXception.h, line 294)

See also this article for further information.