In case the Windows IDE is the way you roll, Sarath has a post about integrating CUDA into Visual C++ on a Windows box. Details here.
Integrating CUDA and Visual C++
September 29, 2008 by 
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…today’s situation is clear: HPC is struggling with reliability at scale. Well over 10 years ago, Google proved that commodity hardware was both cheaper and more effective for hyperscale processing when controlled by software-defined systems, yet the HPC market persists with its old-school, hardware-based paradigm. Perhaps this is due to prevailing industry momentum or working within the collective comfort zone of established practices. Either way, hardware-centric approaches to storage resiliency need to go.
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[…] insideHPC points to a link to a blog by Sarath, a software professional from India, about integrating CUDA with Visual C++. in Windows world, most of the developers are much satisfied with the IDE Visual Studio. So may have to leave the world of command line compilation and source editing in favor of improving our productivity. If we can integrate the CUDA development to Visual Studio IDE, that’s pretty nice no? […]