Using libraries like SFML

I am about to go insane! I cannot FOR THE FRICKIN LIFE OF ME get any type of graphics library to work with VC++ 2010!!!

I am a newbie. I know C++ fairly well, but as far as integrating these libraries, I am having the TOUGHEST time.

Can anyone please help me by pointing me in the right direction. I'm about to flip the frick out. Thanks.
Is this what you're looking for:

http://www.youtube.com/watch?v=xGa5fc09xVU
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