I successfully configured Microsoft Visual C++ 2008 Express Edition for version 2006a using the instructions given. Thank you so much for sharing this info.
Confirmed that Visual C++ 2008 Express works with Matlab 2008a (v7.6.0) by following these instructions.
The final step, running mex -setup, had no trouble finding the Visual C++ 2008 express compiler and mex is working for me now. Thank you!
Thank you so much for this extremely clear document! I have Matlab R2007a and wanted to use CPLEXINT (http://control.ee.ethz.ch/~hybrid/cplexint.php) to link with CPLEX, but I couldn't get the files compiled with lcc. Thanks to your document, I could compile them with MS C++ Compiler and things worked perfectly. Thank you so much!