So that needs compiling with the resource compiler to produce a .res file, then you can add the .res filename to the link line.
The resource compiler used to be called rc.exe, but I can't find that under C:\Program Files\Microsoft Visual Studio 9.0. So MS must have renamed it to something else. I have an rc.exe in C:\Program Files\Microsoft SDKs\Windows\v6.0A\bin but that seems like an odd place to keep it; anyway if you have that folder too then that might do the trick.