I've been using VS2005 to VS2010 C++ for developing several FLLs and ActiveX controls (btw, used Boost.Regex library). As far as I remember, I struggled a bit with adjusting project settings (esp. linking libraries), structuring projects. Handling the memory allocation is a separate issue, requires certain discipline. The good thing is once you put together all required tools and methodologies, and set the scaffolding, your development speed will eventually start changing from crawling to a steady walk.

The most "fun" I remember I had with converting data between string types.

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After reading Craig's message: I would use "condolences" word too ))