These lessons teach the viewer how to setup Visual Studio 2008 and 2010 Express, as well as CodeBlocks, to run old DirectX code. Presumably the steps could be followed to get any library, like OpenGL, up and running. For the lessons I use Andre LaMothe's book, "Tricks of the Windows Game Programming Gurus" and I get the first game, FreakOut, to run.

Here are the links
http://youtu.be/W49xo1VS9b8
http://youtu.be/swNh_rpJxT8
http://youtu.be/hC_YlXOfcDo
http://youtu.be/KVuytGAMs6g
http://youtu.be/J5BnDU-wpf8
http://youtu.be/IqIiYDXFAtk