Since I tend to forget a lot of little things, here's a very quick guide of getting started with VST SDK

1. download the vst sdk
   
2. unpack / install vst sdk somehwere ( for example D:/tools/vst )
3. create an empty dll project
4. add to headers  vstdsk/plugininterfaces/vst2.x/*.h
5. create folder vst2.x in project "Source Files"
6. add all files from vstdsk/public.sdk/source/vst2.x/
7. add YourModuleName.cpp file in "Source Files"
8. write the AudioEffectX inherited class
9. add the AudioEffect* createEffectInstance( audioMasterCallback audioMaster ) function in YourModuleName.cpp
10. project name -> right click -> properties -> linker -> input -> Module Definition File = "../vstplug.def"

vstplug.def should export the needed functions :

EXPORTS
	VSTPluginMain
	main=VSTPluginMain