Coming from a different development environment (Java, mostly) I'm trying to make analogies to habits I'm used to.
I'm working with a C++ project in Visual Studio 2005, the project takes ~10 minutes to compile after changes. It seems odd that if I make a small syntactical error, I need to wait a few good minutes to get a feedback on that from the compiler, when running the entire project build.
Eclipse gave me the habit that if I make some small change I will immediately get a compiler error with an underline showing the error. Seems reasonable enough that VS should be able to do this.
Is this something I can enable in VS or do I need an external plug-in for this?
The feature you are asking for will be available in Visual Studio 2010. Here is a detailed link of the feature details that will be available.
For now, as others have suggested, you can use Visual Assist which can help a little bit.
These are called Squiggles BTW.