Where to download all needed OpenGL libraries, includes and compiled dll's to make up-to-date games?
Is there any packages for this purpose, one download link?
Edit: got VBO working now, so this question is useless for me atm, i can accept answers though if there ever comes one.
I would recommend reading the getting started entry on the opengl wiki, it goes through the steps of this.
Since Microsoft doesn't support OpenGL newer than some particular version (1.1 I believe), you'll need to either load newer API function addresses manually, or use some library, that will do that for you (provided that video card driver has these functions in their opengl32.dll implementation). One of such libraries is GLee. There is more useful information on opengl.org, but it is not easy to find, and I don't have links ready.
I find quite surprising to hear about problems with VBOs in association with GLU. Are you sure it isn't problem in graphics drivers? GLU comes with windows by default, although you can get newer version with various graphics libraries or you can download source code and build it yourself. (But do you really need tesselator?)
some useful links: