Call me stupid, but I had the hardest time (and still cannot figure out) how to import a .def file in Visual C++ Express 2005 to link against a DLL. I searched the web, searched the documentation, and found nothing. I realize there's probably some way to insert a command line flag for the linker, but isn't that what the point of Visual Studio is? On the contrary, when I built it with MinGW I was able to locate the relevant documentation and get it compiled in about 10 minutes.

I've been out of the IDE scene for a while, text editors with syntax highlighting and makefiles do it for me, but why is something so trivial as linking against a DLL so obfuscated?