I've noticed that the playground instructions don't seem to be complete. I had to perform a couple extra steps to get it working with VS 2008:
Add include paths to (Arduino dir)\hardware\cores and (Arduino dir)\hardware\tools\avr\avr\include
A couple of the Arduino (16) files themselves needed tweaking, mostly in stdint.h (I've also changed WProgram.h, but I'm not sure those changes are necessary)
I agree that if you use the example in the playground and do not change VSPDE.h and VSPDE.cpp files to fit your need that you must include the above pahts and change a lot of files to make it work.
I took the another approach where I did not want to change the originial Arduino files and created VSPDE.h and VSPDE.cpp to fit my needs, but as noted they are far from complete to support all boards and functions!
Please feel free to update the files