Try to build in relase mode. It worked for me, at first...
At the other hand, it would interest me also, what to do with this, to get to work in debug mode...
Yeah, and read my topic for noobs (included me), there are some usefull informations!
UPDATE: As i learn, problems seems to solve themselves. So building works for me now in debug mode also, i had only to set the working settings from relase for it. So see the noob topic, for the settings, and help getting started! Learn from my failures, and avoid them!
You said that, you have just installed Visual Studio 2008 Pro, could you make sure that Visual studio is working fine? You can try running any simple C++ program and see if everything is fine.
Also, could you run the CAL samples coming with the SDK, say 'FindNumDevices' and post see if its also having the same issue. Please post the results too.