Try installing the 1.1 version of OpenCV.
The 2.x version is brand new and as of Nov 1 2009 you will have difficulty finding documentation for that. The 1.1 version of OpenCV, on the other hand, is very well documented and you should have no trouble finding online tutorials for your platform that walk you through the installation process step-by-step.
As an aside: "IPP" refers to Intel's Performance Primitives. In the 1.1 version these are entirely optional. OpenCV does not require them. If you have the Performance Primitives installed, however, your OpenCV code may run faster. (For me it cut down my image processing time by a factor of five.) Once you get everything up and running you can purchase the IPP library from intel here: http://software.intel.com/en-us/intel-ipp/