Hello Alcohol, I wrote a guide for building with Visual Studio C++.
Here is a link: http://lucasforums.com/showthread.php?t=201790
As far as I know, if you follow the guide it should work with Visual Studio C++ 2005, 2008, and 2010.
I also recommend you getting Visual Studio C++ 2010 Express Edition. It is free.
Grab it here: http://www.microsoft.com/express/Downloads/