I'm really frustrated right now because I've been looking all over the web on how to set up OpenGL to work with Microsoft Visual C++, but it seems like each website I find wants me to do something different. I feel like I'm missing something here...like I'm overcomplicating it. I need a simple, foolproof explanation on what to do...Thanks in advance.

You really only have to include glu & glut headers making sure you have the required libraries.

You really only have to include glu & glut headers making sure you have the required libraries.

So don't I need to download anything to get started?

I just need to have
#include <gl/gl.h>
#include <gl/glu.h> ?

Yes, pretty much it & a brave heart. I personally find GL to be tough because of it's excessive dependence on Mathematics(a subject I greatly loath!)

Microsoft only expose a small subset of the OpenGL functions in their implementation, so if you want to use the fun stuff I recommend you use GLEW http://glew.sourceforge.net/ or something similar.