I believe that the libraries that we link to in the DarkGDK from Visual C++ were compiled with Visual C++ 2008, you could probably install Visual C++ Express 2008, and just use it's compiler and linker from inside the builder IDE( if its possible i dont know really, but you would need to intamately know the command line useage of the compiler and linker for msvc++ )
I come from using an old Borland Turbo C++ compiler and IDE years ago( bak in the DOS days before there was a clear "standard"

), to switching to MS Visual Studio's C++ IDE few years ago now when i came back to C++ programming. At first I really had trouble picking it up, initially there is a fairly steep learning curve, just to be able to use the IDE, i mean finding where all the options are to be able to setup your linker and compiler and just being able to navigate with it efficiently..it took me a while to know my way around it anyway, I think its a good IDE setup, especially when you do learn all the time saving features, like intellisense for one, so far I havent had any problems I cant solve with it, and the plus side is that its Free and doesnt really lack any features that you would use from a point of view of writing code for the GDK.. ie. you dont "need" the microsoft foundation class libraries, you dont "need" a built in resource file editor, you can download freeware ones around the web, and there are other libraries you can use to work with windows etc...
Maybe you could learn the Visual c++ IDE and the specific nuances of its language compared to the borland one, just to write GDK stuff, and continue to use your borland one for all the GDK independant stuff you do.
An advantage of that would be that you would be able to use either environment effeciently from an employment point of view, ya never know if a team you start work for will have a preference for a specific development environment over another, would be good to be able to use both of the "big ones", Borland and Microsoft..
If it ain't broke.... DONT FIX IT !!!