We will take a look at the compilation problems you reported on vs2008 and get any fixes needed into the next SDK release; thank you for the bug report.
For "The application was unable to start correctly (0xc000007b). Click OK to close the application.", please make sure that you have the proper dependencies installed, as noted in the clAmdFft readme file. The binaries that we provided were compiled with vs2010 (including the .dll that you may be trying to link to), and would need the vs2010 runtime installed to resolve all dependencies.
Links to the appropriate c++ runtime packages are provided in the readme.txt.