Debugging : Working Directory                       = ..\bin\Debug
C/C++ : Preprocessor : Preprocessor Definitions += _STLP_DEBUG (only in Debug mode, not needed for .Net 2003 and 2005)
C/C++ : Code Generation : Use runtime library 	 = Multithreaded Debug DLL (Multithreaded DLL in Release)
Linker : General : Output File                            = ..\bin\Debug\[appname].exe
Linker : Input : Additional Dependencies                += OgreMain_d.lib (OgreMain.lib in Release)

And, for those using Ogre3D 1.4.x

Linker : Input : Additional Dependencies                += OIS_d.lib (OIS.lib in Release)

And, for those using the SDK:

C/C++ : General : Additional Include Directories 	 = ..\include;$(OGRE_HOME)\include;$(OGRE_HOME)\samples\include
Linker : General : Additional Library Directories         = $(OGRE_HOME)\lib


//////////////////Change:

 MessageBox( NULL, e.what(), "An exception has occured!", MB_OK |   MB_ICONERROR  | MB_TASKMODAL);

to this:

 MessageBoxA( NULL, e.what(), "An exception has occured!", MB_OK |   MB_ICONERROR  | MB_TASKMODAL);

/////////////////////////

or

It wants wide strings, but you're passing it normal character arrays.

Project -> Properties -> Configuration Properties -> General -> Character Set

Set that setting to Use Multi-Byte Character Set

/////////////////////////////////////////////////////


Got it from:
http://www.ogre3d.org/wiki/index.php/SettingUpAnApplication#Microsoft_Visual_C.2B.2B_.NET
and
http://www.ogre3d.org/wiki/index.php/Basic_Tutorial_1


/////////////For NxOgre/////////////////////////////////////

C/C++
	Additional Include Directories

	$(NXOGRE_HOME)\include
	$(PHYSX_DIR)\SDKs\Foundation\include
	$(PHYSX_DIR)\SDKs\Physics\include
	$(PHYSX_DIR)\SDKs\PhysXLoader\include

Linker
	General
		Additional Library Directories
		$(NXOGRE_HOME)\lib

	Input
		Additional Dependencies
		NxOgre.lib/NxOgre_d.lib

////////////////////////////////////////////////////////////