Ok, well the issue is resolved (kind of). There are two directories:
C:\Program Files\Microsoft Visual Studio 10.0\VC\vcprojects
and
C:\Program Files\Microsoft Visual Studio 10.0\VC\Express\VCProjects
When installing the wizard, you must make sure to put the 3 files (MayaPluginWizard.ico, MayaPluginWizard.vsdir and MayaPluginWizard.vsz) into the latter directory (the one under "Express"). Then edit the MayaPluginWizard.vsz file in a text editor so that it reads "Wizard=VsWizard.VsWizardEngine.10.0" instead of "Wizard=VsWizard.VsWizardEngine.9.0" (assuming you're using visual express 2010).
This will make the "Maya Plugin wizard" show up when you make a new project. For me however, that's as far as I got. When I select the wizard, name the project and hit ok, nothing happens. The window looks like it starts to close and immediately re-opens. No folers or files have been created and I can sit there clicking ok the whole day and nothing will happen. If anyone knows how to solve that issue, it would be much appreciated.
Never the less, I got a plugin to compile by following the instructions in this video to the letter (except 32 bit vs 64 bit)
http://www.youtube.com/watch?v=NmYJgFaIV6g&feature=plcp
The only other alteration I did is adding ";REQUIRE_IOSTREAM" after ";NT_PLUGIN" in the pre-processor section to prevent some compile erorrs. I got from here:
http://www.hajimenakamura.com/hajime/cg/mll/startMll.shtml
Made sure to download the microsoft SDK 7.1
Unfortunately it looks like I'll have to follow all the steps in the video every time I want to make a new plugin.