Is there an OpenGL SDK available somewhere wheree i can download while looking for my Visual Studio CD?

All you really need for OpenGL programming already comes with VC++. nVidia has an SDK that I think is meant to make the use of extensions and stuff easier, but I haven’t really looked into that much, myself, yet.

You don’t need an SDK to write apps using OpenGL, as you do with DirectX. The header files and the libs should already be included with your compiler. The headers are located in the include/gl directory of your compiler.