When I try to run any sample code : It gives me the following error.
Error 1 error LNK1104: cannot open file \'cutil32D.lib\' C:\\Documents and Set
You have to build the debug version of cutil32 yourself. Luckily the SDK comes with Visual Studio solutions (whether using 2010, 2008 or even 2005) which you will be able to locate in:
C:\ProgramData\NVIDIA Corporation\NVIDIA GPU Computing SDK 4.0\C\common
or something similar for your particular machine and CUDA version. Build it and you should be good to go.