So a couple things, in case you didn't catch it. (hah, try {} catch{} -moving right along).
Read through
this getting started with C/C++ pdf. Seriously though, read through the entire thing and then go through it step by step, kinda like putting together a model airplane.
The second thing I want to ask is persuant to that pdf above, it sounds like you were running the Debug configuration. I skipped over this earlier today when I tried the same thing you did (although it's entirely necessary during the build season proper).
The entry point error you mention can be remedied by first making sure you are connected to the cRio remote target with vxworks, right clicking the project in the project tree, and selecting Vxworks Debug Kernel (something like that). This should open another window that has an option tree on the left with a Kernel Task option. Click/expand this and choose the corresponding option for your remote target -- The cRio communications "server" you set up earlier. From there, you can type FRC_UserProgram_StartupLibraryInit into the entry point text field, and follow the rest of the instructions in the "Getting Started" guide linked above.
You should note that the debugging process only runs the program in the cRio's RAM through the Wind River debugger -- which allows you to set breakpoints and whatnot, in addition to immediately test your code and provide diagnostics on it. The section immediately after in the guide tells you how to permanently store a robot program and run it at startup.