This project represents Sudoku as exact cover, and solves it very efficiently using Algorithm X and Dancing Links. It can currently handle 8x8, 10x10, 12x12, or 16x16 Sudoku puzzles.
The project is pretty small, and comes with its own Makefile for Linux (tested in 12.04).
Incorporating the files into a Visual Studio Project should be nearly a non-issue to do yourself. In fact, the project was originally written using Microsoft Visual Studio.