compile GMP for Visual C++?

[ath at post5.tele.dk]

I'm new to programming in Windows, I haven't programmed since Turbo Pascal for DOS :) I hope someone could help me get GMP compiled for Visual C++ for windows?
I downloaded and installed MinGW-3.1.0-1.exe and MSYS-1.0.10.exe and did:

./configure -buildathlon-pc-mingw32
make

and it compiled without errors. I moved the gmp.h to Visual C++ include directory, but still does not work. What other files do I need?

I also tried to download GMP from a guy that compiled it, I downloaded libgmp-3.dll and libgmp-3.def and tried to include them in Visual C++ project.