So I have downloaded DarkGDK, installed VS 2008 express, followed some tutorial on youtube on how to add sprites, move them etc. But all of that I can only do in MS Visual C++... I really hate that IDE and want to program using CodeBlocks, but can't get it to work

. Can someone please make a noob tutorial for me on how to set it up?
P.S. When I select Visual C++ 2005/2008 compiler in CodeBlocks, it doesn't build the project file, it just keeps on asking to build it or no, I press yes and the window pops up again, nothing happens.
Also in the toolchain in CodeBlocks I noticed that there is no debugging file in the folder as the .exe name states it. Please help.