PImpl with C++: Why does the code not work?

Question

I've solved the problem by putting #include "stdafx.h" (this statement is missed in the original question, sorry for that) BEFORE #include "PImplTest.h" instead of AFTER it.

But I'm still confused why it cannot stay after it.

// stdafx.h
#include <tinyxml2.h>
#include <queue>
#include <map>
#include <vector>
#include <list>
#include <set>
#include <stack>
#include <string>
#include <memory>
#include <assert.h>

----------------------- the original question --------------------------------

I'm trying to use the PImpl pattern in C++. The header file is:

// PImplTest.h

#pragma once
#include <memory>

class PImpl
{
private:
    class Impl;
    std::unique_ptr<Impl> m_impl;
};

What confuses me is, if I implement the Impl class in the corresponding cpp file of the header like this:

// PImplTest.cpp
#include "PImplTest.h"
#include "stdafx.h" // this statement was missed in my first post

class PImpl::Impl // error C2079 'Impl' uses undefined class 'PImpl'
{ // error C2653 'PImpl':is not a class or namespace name
};

// main.cpp
#include "stdafx.h" // this statement was missed in my first post
#include "PImplTest.h"

int main()
{
    return 0;
}

VS reports the 2 errors in the code comments above. However, if it is implemented in a file like this:

// main.cpp
#include "PImplTest.h"

class PImpl::Impl
{ 
};

int main()
{
    return 0;
}

Then nothing goes wrong.

What's the problem? How to fix it?