Vector of structs with dynamically allocated members
typedef struct {
    WCHAR *str1;
    WCHAR *str2;
    DWORD SomeOtherStuff;
} MYSTRUCT;

vector<MYSTRUCT> myvector;

std::wstring wide_string;
some_win_api_call( wide_string.c_str() );  // sending a string to winapi

wide_string.reserve( 256 );  // allocate some space to receive a string
get_string_from_winapi( &wide_string[0], wide_string.capacity() );