Alright, I did the "Using OpenGL" tutorial, I'm using VS2005, I have sfml-window.lib added as a dependency, and I'm getting unresolved externals featuring my GL functions.
Example:
error LNK2019: unresolved external symbol __imp__glBegin@4 referenced in function _main
I didn't get any unresolved externals involving my SF functions so I think I might be missing an OpenGL library.
EDIT: I know you guys get a ton of threads like this so I'm sure this'll be fixed in a matter of seconds. I have to say that after 15 minutes of getting VS8 set up for SFML, I'm liking SFML a lot. I think I'll get into this.