OK, now you can open any of the existing solution files in MSVC 2010 and try compiling a project. Make sure things work so far.
For your own project, start a new project with its own solution file in the project subfolder. If your name is Klaus, all your project data should be found in (whateveryour workfolderis)\projects\Klaus. For setting up your build options, please use the provided .props files. This makes your code more portable and you save lots of time. Make sure to add your project folder to the repository for backups and synchronization.
Get the Avin2 Sensor Module and the latest Versions of OpenNI and NITE. Make sure that all are 32-bit or 64-bit. You cannot mix different versions!
Install OpenNI
Install NITE
Kick out the MS Kinect drivers if present. Delete them entirely.
Install the Avin2 driver package.
Check the samples to see if the Kinect works properly.