How to get started?

I need to hard link documents inside a C# Program I am creating for our company, so the user can add hard links, and open documents from within the program.

However we are now storing documents up on the sharepoint server of our company portal. 

I thought about using the "using Microsoft.SharePoint" and SPWeb and SPFile and SPList classes.

However I have ZERO clue about how to install the service references after 2, 3 hours of trying and searching.

Can someone tell me exactly what I need to download?  Or perhaps provide a link?

I have downloaded SharePoint.exe (won't install without Windows Server 2008 SP1), wsssdk.exe (Windows SharePoint Services SDK which  just contains a help file) and SharePointPlatformSDK.exe (which contains examples but no binaries)

Thanks in Advance

Don