After installing the dll and resource files the first thing to do is configure your visual micro options
Visual Studio > Tools > Options > Visual Micro
The important option to set is the "arduino application" under locations. Pick the folder that contains your arduino.exe.
I suggest copying the latest arduino install (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 studio tools options
After entering a valid arduino folder click the library and the avr folder paths. They should automatically determine their locations
After completing the locations properties click OK on the options window. After a short pause (< 2 sec) the Visual Micro tool bar should appear containing the boards and ports menu ++
If desired, select a board, select a port.
Opening an existing pde
In visual studio select File>Open. Navigate to a folder containing an arduino sketch (.pde). Select the pde by clicking okay on the "open a file" window. The pde will open briefly and then the following will happen automatically. The pde will close and it will be re-opened in a project and solution with the same name as the pde. The project and solution will be created automatically in the pde folder if they do not already exist.
Adding Libraries
Add using the lib menu on the tool bar or add files to your projects as normal. When you add .c or .cpp files you will find that they atomically associate to a custom build action of AVR_C_GCC or AVR_CPP_GCC. (Right mouse click a source file to see what I mean).
Any problems just re-associate source files to the correct custom build tool. If you have an older vs project and want the tool bar to work with it then just edit a visual micro .vcproj and .sln with notepad and copy over platform and build settings.
NOTE that visual macro only compiles correctly when the build type is set to AVR|Win32. This is designed to ensure that viual micro doesn't mess with your normal vs projects!
Click compile and enjoy!