You can create C++ application in Visual Studio that use OpenMP. When you run an application created with OpenMP and VS.NET, however, you may get this annoying error message: “This application has failed to start because vcompd.dll was not found. Re-installing the application may fix this problem.”:

When we tried this, we were puzzled by this error message, especially since it works with the Intel Compiler flawlessly. Well, it turns out that you need to include omp.h in your files ALWAYS when you use OpenMP from Visual Studio. This is not required on other compilers if you’re only using the OpenMP pragmas, but it is an issue with Visual Studio.

Thanks to Kang Su for pointing this out in his blog – I was going crazy trying to figure out what was wrong.

Also remember to enable OpenMP support in the C++ Project properties. This setting is in Configuration Properties->C/C++->Language->OpenMP Support.