The problem was that we define __WIN__ when building on Windows.
According to C/C++ standard:
"All identifiers that begin with an underscore and either an uppercase
letter or another underscore are always reserved for any use."
Another problem was that we currently have a confusing mix of
__WIN__ and _WIN32 checks.

According to the MSDN documentation we always can use _WIN32.
"Defined for applications for Win32 and Win64. Always defined."
Since we don't support other Windows compilers, we can use _WIN32.

Note that _WIN32 means 64 bit Windows as well, not just 32 bit.
Where 32/64 bit checks are needed, we should use a combination of
_WIN32 and _WIN64 checks.

This patch removes  the __WIN__ define and replaces all usages by _WIN32.