VS C++ adding a external library. Help needed!

Hey all! I'm having some issues with adding an external library called interception - http://oblita.com/interception.html
I'm using Microsoft visual studio 2010. I guess that you go project/properties VC++ Directories then add it into include directories. All I see is a lot of rubbish to my eyes as I'm VERY new to c++ programing. This is what I see in the INCLUDE DIRECTORIES box - $(VCInstallDir)include;$(VCInstallDir)atlmfc\include;$(WindowsSdkDir)include;$(FrameworkSDKDir)\include;

How do I now go and add the interception library to this?

Thank you for your time,
Regards,
Aled.