There's a few things that you might be doing wrong, not sure exactly which one is causing you issues...
First is that setting directories by going to Project > Project properties probably isn't doing what you think its doing. That will set the directories for only that single project. If you want to set it for all your projects you have to go to the Propery Manager window. There you'll find some files, the one you're looking for is Microsoft.Cpp.Win32.user (there's also a Microsoft.Cpp.Win64.user for 64 bit). Right click on it, go to properties, and any properties you change in there will become the 'default' for all projects.
When linking to boost, you don't need to specify the libraries individually. The header files automatically link in the appropriate .lib files as needed (probably through judicious of #pragma's in the headers I imagine). So as long as your lib dir is set correctly you should be fine.
In my situation (using VS2012 express as well) in Microsoft.Cpp.Win32.user I added 'D:\Programming\boost\libx86' to my Library directory which is where the 32 bit libs sit on my system, and that was all that was needed.
Not sure if that solves your problem, but perhaps it'll help.