1. Create your own project for UnitTests
  2. place the cppunitd.lib and cppunit.lib somewhere in your project folder diretory
  3. Go to the projet properties (DEBUG)
    1. Under Configuration Properties -> C/C++
      1. Optimization -> Optimization Disabled (/Od)
      2. Preprocessor -> Preprocessor Definitions : WIN32;_DEBUG;_WINDOWS;
    2. Under Configuration Properties -> Linker
      1. General -> Additional Library Dependencies: add the path to the cppunitd.lib
      2. Input -> Additional Dependencies: add "cppunitd.lib"
      3. Optimization: I set everything to "default"

These are the settings that worked for me.