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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[…] 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? […]