I've used XS against the Activestate package with VC++ without too many problems (a while ago). Normally, my only issue is that I run into this linking problem with the default makefiles. I left this note in my play directory when I was learning about it:

The perlxstut examples can be followed almost to the letter, except:

The link line must read

$(AR) /OUT:libmylib.lib ($OFILES)

Note the "cr" is gone and the "libmylib($LIBEXT)" thingy is replaced with /OUT: and the name of the target library.