We've got a draft of the updated document that I'm planning to post Monday around using Visual C++ 2005 Express with the Platform SDK. There are a couple of issues that are tackled in the article and the workarounds should get you up and running.
First, there is an issue with the dialog box that lets you set the paths in the IDE. That will be fixed in the release version, but for now you'll have to follow the instructions in the article to change the paths. The second issue had to do with using the Win32 wizard to generate a Windows application. You'll be happy to hear there's a new workaround in this article that also fixes that problem. Here's the article:
Please give this a try and leave a comment or drop me a note at email@example.com if you have any trouble making the instructions work for you.