I'm referencing VS 2010, but I've read before that some people have had errors when using the VC++ Directories in their project properties as opposed to the Linker->General->Additional Library Directories.
Unfortunately, there really isn't much more to do besides making sure the directories are linked properly. There really is only one answer to this question. It also may depend on the download of SDL you chose, are you donwloading the Development Library as opposed to the binary?