CUDA 4.O and Visual Studio Express 2010 doesn't work Followed all instructions to the letter

I downloaded Microsoft Visual Studio 2010 Express and installed it.

Then I downloaded the CUDA toolkit 4.0 and installed it.

NOTE NVIDIA FOLKS: This is all I should have to do because I haven’t a clue about the
internal workings of CUDA with Visual Studio, don’t want to know, shouldn’t need to know.

Well, apparently running installation doesn’t set the “paths”.
(BTW what the heck are we doing talking about “Paths” in Windows?
I thought I had left that garbage behind with Unix, when I threw my
SUN Sparc Station away! There is not another program I have installed
with Windows installer that expects the User to know what a “Path” is,
let alone make up a valid string for one! That’s what the Registry is for)

So I had to set “additional dependencies” to point to cudart.lib
Should not have had to do that. Not My Job!
But now, should the “Path” be contained in double quotes or not? God Save Us!
Where do we find that gem of information from?

So now I follow directions and compile an example .cu program.
It says it compiled fine. It says

Build: 1 succeeded 0 failed 0 up-to-date 0 skipped

Only one problem: There is not a .exe file to be found anywhere.
And there is no clue provided by either NVIDIA or Microsoft why not.

Furthermore, the whole installation was done on a 64-bit machine
in Windows VISTA. But VS says the program was compiled and built for WIN32.
I cannot find any way in VS 2010 Express to say I want to compile and build
for X64.

Can we please have an installation kit that does everything that needs to be done
so a potential user does not have to spend months trying to debug something that’s
not even documented.

Has anybody else tried CUDA in a 64-bit operating system with Visual studio 2010 Express?
(That’s the free version. If we have to buy the $1200 VS 2010 professional in order to use the
free CUDA 4.0, does anybody else see the irony in that? I would rather pay NVIDIA $500 for CUDA
to work in a free IDE!)