You can find Visual Studio 2008 on the Microsoft VS 2010 site if you open the Products menu, under Legacy Products click on 2008 products, then on the picture of VS 2008 Express. Here is a direct link to that page as well. From here, you select the Visual C++ Express edition to download.
http://www.microsoft.com/visualstudio/en-us/products/2008-editions/express
If you want to keep trying with Visual Studio 2010, then you need to install the October 2010 update of Dark GDK. You can find that either on the Dark GDK download page, or in the sticky forum thread above:
http://forum.thegamecreators.com/?m=forum_view&t=177126&b=22
In this case, you use the original Dark GDK installer only to install the bonus material: tutorials, media and examples, that are not included in the update package. (I haven't tried but I guess you can still install the Dark GDK basic directories even if the compiler is not found.) Then, you install the libraries for VS 2010 using these installation instructions:
http://forum.thegamecreators.com/?m=forum_view&t=186315&b=22