After installing the .dll and resource files, you must configure your Visual Micro options:
Visual Studio | Tools | Options | Visual Micro
The most important option to set is the Arduino Application under [Locations]. Select the path to your Arduino executable (arduino.exe).
I suggest copying the latest Arduino (0018) to a folder called C:\Arduino\ArduinoIDE. By using a common Arduino folder you will find it easier to update to the latest Arduino versions in the future without having to reset your Visual Micro options.
After entering a valid Arduino folder, click the Arduino Library and the GCC Application (WinAVR) folder paths. They should automatically determine their locations.
After setting the Visual Micro properties, click [OK] to close the Options window. After a short pause (< 2 sec), the Visual Micro toolbar should appear containing the Boards and Serial ports menu.
Select your Arduino board and the serial port it is connected to.
Opening an Existing PDE
In Visual Studio select File|Open, and navigate to a folder containing an Arduino sketch (.pde). Select the sketch and click [OK]. The sketch will open briefly and then the following will happen automatically: the sketch will close, and it will be re-opened in a Project & Solution with the same name as the .pde; the Project & Solution will be created automatically in the sketch's folder.
Adding Libraries
You can add libraries using the Libraries menu on the toolbar, or add files to your projects as you normally would. When you add .c or .cpp files you will find that they automatically associate themselves to a custom build action of AVR_C_GCC or AVR_CPP_GCC (right-click with your mouse a source file to see what I mean).
If you encounter any problems just re-associate source files to the correct custom build tool. If you have an older Visual Studio project and want the toolbar to work with it then just edit the Visual Micro .vcproj and .sln files with Notepad, and copy over the platform and build settings.
NOTE that Visual Micro only compiles correctly when the build type is set to AVR|Win32. This is designed to ensure that Visual Micro doesn't mess with your normal Visual Studio projects.
Click compile and enjoy!