Even if you get the wizard to work, you still need to match the compiler with the cad version. You "must" have VS2008 standard/Pro to target Acad 2010-11, VS2005 for Acad 2007-2009,Bricscad and VS2002 for Acad 04-6. Forget about express versions.
Now once you have the older VS versions installed, you can use the VS2010 editor and use specific compilers, but that's another story.