Defined NONAMELESSUNION/STRUCT directly in the files that need it
instead of globally in the makefile.

diff --git a/programs/wineconsole/dialog.c b/programs/wineconsole/dialog.c
index d41b74b..ca12425 100644
--- a/programs/wineconsole/dialog.c
+++ b/programs/wineconsole/dialog.c
@@ -19,6 +19,9 @@
 
 #include <stdio.h>
 #include <stdlib.h>
+
+#define NONAMELESSUNION
+#define NONAMELESSSTRUCT
 #include "commctrl.h"
 #include "prsht.h"
 #include "winecon_user.h"