You need to give much more information then this for us to be able to help. Be as detailed as possible with what problems you ran into and it will help us help you figure out the problem you are having.
1. You say you can't install SDL, but what exactly is going wrong?
2. What step in the installation isn't going right? Is it linking SDL to a project, or building SDL from the source?
3. If you are getting any errors what exactly as they are shown on the screen are they (If they are to long post it in a pastebin and link to it).
4. What version of Visual Studio are you using?
If you could answer those questions we might be able to help you figure out what is going wrong.
1. I tried following lazyfoo's installation and when I try to build it shows up an error.
2. I'm pretty sure its linking and building from the source.
3. The errors just say C:/Desktop/C++/SDL/include is not a recoginisible batch command, executable.
4. 2010
In Project->Properties->Configuration->VC++ Directories
Add a path under Include Directories to the SDL Include\ folder.
Add a path under Library Directories to the SDL LIB\x64\ or LIB\x86\ folder.
In Project->Properties->Linker->Command Line
Add sdl.lib under Additional Options
-or-
Add #pragma comment(lib, "sdl.lib") in your source