Although Visual Studio manages the application projects inside its solution, *.cu files must be compiled by the NVIDIA CUDA Compiler named nvcc.exe to generate PTX code, normally in a custom build step.
That nvcc compiler gets a command line with parameters which is the important information here.
As you say you already have *.cu files using rules to generate PTX code, which have been properly added by the CUDA Toolkit 5.0 installation to Visual Studio then.
My guess is still that you have used different (unsupported) parameters than the original SDK build and that needs to be verified first.
If you say the original *.ptx files work and your own compiled *.ptx files don’t, there should be a visible difference between two matching PTX code files. Look at them inside an editor or diff tool. They should also contain some hints about the used command line parameters and the code bitness.
If you right-click on a *.cu file in your project and carefully analyze the build rules for these, you should have other specific nvcc settings available for that build. Only setting PTX output might not be enough. You should also be able to select the Streaming Multiprocessor version and maybe debug output.
If this is failing in the debug build, please check if it works in a release build.
The goal is to match these settings to the ones used in the original SDK example to get matching command line parameters resulting in identical PTX output.