Has anyone run any OpenGL using Visual C++ 2005 Express? Where does one get the OpenGL header files since I think they are missing in VC++ 2005 Express? Also, where does one get glut32.dll and where do we place it? Thanks much for any help. 
yeah, the opengl headers are not included by default. To sort this out you need to download the platform SDK from the microsoft website. You will then need to set up the include and lib paths.
to do this goto tools->options
on the left, scroll down to
projects & solutions->VC++ directories
on the tab, change the “show directories for” tab to include files, and add a path to the include directory for the platform SDK. do the same for the lib files.
Next download glut off the internet, put the glut.h into Platform SDK/include/GL/
put glut.lib into Platform SDK/lib/
put glut.dll into C:/windows/system32/
create a new project, gofor win32 command line and you’re all done to start making glut apps…