I find myself having to indicate the libraries I want linked in every time I do this. I found a neat (non-portable) trick in Visual Studio to do this.
Use the #pragma comment(lib, "libfile")  preprocessor directive to hint your compiler/linker to include these library files for linking. For example:
// Link cg libraries #pragma comment(lib, "cg.lib") #pragma comment(lib, "cggl.lib")
(via Adding MSDEV Libraries)