1st off, question if you installed properly. To quote genpfault over at stack overflow :
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Create an empty VS2012 project ("sdl-test") in c:/temp. I recommend unchecking "Create directory for solution".
Extract contents of SDL2-devel-2.0.0-VC.zip/SDL2-2.0.0/lib/x86 into c:/temp/sdl-test/lib
Extract contents of SDL2-devel-2.0.0-VC.zip/SDL2-2.0.0/include into c:/temp/sdl-test/include/SDL2
Open Configuration Properties
Add include to C/C++ -> General -> Additional Include Directories
Add lib to Linker -> General -> Additional Library Directories
Add SDL2main.lib and SDL2.lib to Linker -> Input -> Additional Dependencies
Change Linker -> System -> SubSystem to Console or Windows.
Add code, using #include <SDL2/SDL.h>.
Copy lib/SDL2.dll to your Debug and Release output directories.
Also, I agree with computerquip, moving on to SDL 2.0 is a good idea. Many of the hacks needed to get SDL 1.2 to run smoothly are not needed in 2.0. As for tutorials, as long as you don't mind reading documentation, you can always use lazyfoo's 2.0 tutorial here : http://lazyfoo.net/tutorials/SDL/index.php
Edit : If you're going to stick with 1.2, you can just remove the 2 from the instructions and it will work the same.
This usually means that SDL has linked to the C++ std library statically and you've linked dynamically (or vice versa).
Go into your project properties. Browse through there until you see a field with "Multi-threaded /MT", "Multi-threaded DLL /MD", and a few debug versions as well. Change this value and then try re-compiling.
I don't have VS installed on this PC so I can't tell you exactley where the option is, but I think it's under C++/General.