You might want to look at
QuickCG. It is somewhat like PTC but has a bunch more stuff to it. It is based on SDL. I have it working in both VC Express and Code::Blocks w/ MinGW.
Setting up SDL in CB is quite easy, VC takes a bit more work, but isn't too hard. You can follow the instructions for SDL on the CG page just substitute the Dev C++ with CB. For VC I found
this.
I really like CG. I am using for all my stuff now.