Yeah the Nehe tutorials are excellent apparently (and still relevant) but the examples are based on VS6 I believe... Still not a problem - you're on the right track:
(Note I'm using VS2008, but I'd be surprised if VS2010 is different)
go to:
Project->Properties (or right click your project in the solution explorer on the left, and click 'properties').
Note the configuration at the top, it'll be something like 'Debug' or 'Release'. You'll need to repeat these steps for every configuration you're planning on using (I only bother with these two generally)
In the left hand pane, click 'linker' and then the sub choice 'Input'
In the main pane you should see 'Additional Dependencies'. Just add your .lib files here.
Um, just a though, but I'm sure visual studio automatically links OpenGL libs? This might only be the professional addition though...
Hope that helps.