I followed the instructions at
http://avisynth.org/mediawiki/Filter..._VC.2B.2B_2005
Code:
Menu: fiIe -> Create new project.
Select Win32 console appication.
Enter name of your new project and press OK.
You will in Win32 Appcilation Wizard. Press Application Settings (left panel).
Select Application Type as DLL (but it may be console too).
At Additional options select "Empty project"
Copy files to project folder with Explorer.
Actually the wizard crashes halfway through, maybe I need to update IE
Project, Properties, Configuration Properties, General,
Configuration type=dll
MFC yes
ATL no
Char Set Unicode