1) install it to the default derectory, take a note of this.
2) when full installed, in Express Edition. go to Tools -> Options -> Projects and Solutions -> VC++ Directorys.
3) the defualt of "Executible files" should come up add a new directory and point it to. "<installdir of SDK>\bin"
4) next go to "Include Files", add a new directory and point it to "<installdir of SDK>\Include"
5) next, go to "Library files" and make a new directory and point it to "<installdir of SDK>\lib"
and try your program again.