OK, I managed to create an OpenGL context with wglcreatecontextattribARB with version 3.2 in my attrib struct (So I have initialized a 3.2 opengl context).

It works, but the strange thing is, when I use glBindBuffer e,g. I still get unreferenced linker error, shouldn't a newer context prevent this?

I'm on windows BTW, Linux doesn't have to deal with older and newer contexts (it directly supports the core of its version). The code:

PIXELFORMATDESCRIPTOR pfd;
    HGLRC tmpRC;
    int iFormat;
    if (!(hDC = GetDC(hWnd)))
    {
        CMsgBox("Unable to create a device context. Program will now close.", "Error");
        return false;
    }
    ZeroMemory(&pfd, sizeof(pfd));
    pfd.nSize = sizeof(pfd);
    pfd.nVersion = 1;
    pfd.dwFlags = PFD_DRAW_TO_WINDOW | PFD_SUPPORT_OPENGL | PFD_DOUBLEBUFFER;
    pfd.iPixelType = PFD_TYPE_RGBA;
    pfd.cColorBits = attribs->colorbits;
    pfd.cDepthBits = attribs->depthbits;
    pfd.iLayerType = PFD_MAIN_PLANE;
    if (!(iFormat = ChoosePixelFormat(hDC, &pfd)))
    {
        CMsgBox("Unable to find a suitable pixel format. Program will now close.", "Error");
        return false;
    }
    if (!SetPixelFormat(hDC, iFormat, &pfd))
    {
        CMsgBox("Unable to initialize the pixel formats. Program will now close.", "Error");
        return false;
    }
    if (!(tmpRC=wglCreateContext(hDC)))
    {
        CMsgBox("Unable to create a rendering context. Program will now close.", "Error");
        return false;
    }
    if (!wglMakeCurrent(hDC, tmpRC))
    {
        CMsgBox("Unable to activate the rendering context. Program will now close.", "Error");
        return false;
    }
    strncpy(vers, (char*)glGetString(GL_VERSION), 3);
    vers[3] = '\0';
    if (sscanf(vers, "%i.%i", &glv, &glsubv) != 2)
    {
        CMsgBox("Unable to retrieve the OpenGL version. Program will now close.", "Error");
        return false;
    }
    hRC = NULL;
    if (glv > 2) // Have OpenGL 3.+ support
    {
        if ((wglCreateContextAttribsARB = (PFNWGLCREATECONTEXTATTRIBSARBPROC)wglGetProcAddress("wglCreateContextAttribsARB")))
        {
            int attribs[] = {WGL_CONTEXT_MAJOR_VERSION_ARB, glv, WGL_CONTEXT_MINOR_VERSION_ARB, glsubv,WGL_CONTEXT_FLAGS_ARB, 0,0};
            hRC = wglCreateContextAttribsARB(hDC, 0, attribs);
            wglMakeCurrent(NULL, NULL);
            wglDeleteContext(tmpRC);
            if (!wglMakeCurrent(hDC, hRC))
            {
                CMsgBox("Unable to activate the rendering context. Program will now close.", "Error");
                return false;
            }
            moderncontext = true;
        }
    }
    if (hRC == NULL)
    {
        hRC = tmpRC;
        moderncontext = false;
    }