<p>Normally I program in C# but have been forced to do some work in C++. It seems that the integration with Visual Studio (2008) is really poor compared to C# but I was wondering if there are any good tools, plugins or configurations that can improve the situation.</p>

<p>Another post pointed out the program Visual Assist X, which at least helps with some things such as refactoring (though it is a bit expensive for me). My major problem is, though, that the compile errors give little clue about what is wrong and I spend most of my time figuring out what I did wrong. It just feels like it is possibly to statically check for a lot more errors than VS does out of the box. And why doesn't it provide the blue underlines as with C#, that shouldn't be too hard?!</p>

<p>I realize that half the problem is just the fact that I am new to C++ but I really feel that it can be unreasonably hard to get a program to compile. Are there any tools of this sort out there or are my demands too high?</p>

I think there are two possibilities: 1) either you're trying out C++ stuff that is waaay over your knowledge (and consequently, you don't know what you did wrong and how to interpret error messages), 2) you have too high expectations.
A hint: many subsequent errors are caused by the first error.  When I get a huge list of errors, I usually correct just the first error and recompile.  You'd be amazed how much garbage (in terms of error messages) a missing delimiter or type declaration could produce :)
It is difficult to syntactically analyze a C++ program before compilation mainly for two reasons: 1) the C++ grammar is context-dependent, 2) templates are Turing-complete (think of them as of a functional programming language with a weird syntax).