The article says that OpenMP is not supported in Visual C++ Express, but it is, it's simply not enabled by default in the project options.  Although I think it's an incredibly stupid default, and hidden amongst far too many useless project options, it can be changed by selecting Yes for the combo box at Configuration Properties > C/C++ > Language > OpenMP Support.  Having written multi-threaded code with it, I can attest that it works.  If there are no objections, I'll update the article in a few days, or if I forget, please do it for me.