I'm afraid I can confirm the error here (latest pull from repo, no changes whatsoever).
I did as stated in the docs in "How to build a browser plugin.txt" for an ActiveX plugin:
"add the juce_ActiveX_GlueCode.cpp file to the project".
This is the full build log (Visual Studio 2008 SP1, on Win7 64-bit):
1>------ Rebuild All started: Project: JuceBrowserPluginDemo, Configuration: Release Win32 ------
1>Deleting intermediate and output files for project 'JuceBrowserPluginDemo', configuration 'Release|Win32'
1>Have you included your AppConfig.h file before including the JUCE headers?
1>e:\koen\juce\modules\juce_browser_plugin_client\wrapper\../juce_browser_plugin.h(51) : fatal error C1189: #error : "You must define the JuceBrowserPlugin_Company macro before including juce_browser_plugin.h!"
1>Build log was saved at "file://e:\Koen\JUCE\extras\browser plugin demo\build\win32\Release\BuildLog.htm"
1>JuceBrowserPluginDemo - 1 error(s), 0 warning(s)
========== Rebuild All: 0 succeeded, 1 failed, 0 skipped ==========
Seems like some order-of-inclusion thing.
The JuceBrowserPlugin_Company macro is defined in BrowserPluginCharacteristics.h, which is included by AppConfig.h. And AppConfig.h is included by JuceHeader.h.
However, when the build starts, the compiler starts with compiling juce_ActiveX_GlueCode.cpp, and that one includes juce_browser_plugin.h, where the existence of JuceBrowserPlugin_Company is checked. But JuceHeader.h nor AppConfig.h have been seen at that moment.