How to use Mercurial from Visual Studio 2010?

Version Control noob alert

I've already installed both Mercurial, TortoiseHg and VisualHG into Visual Studio 2010. I've set in Visual Studio my source control to Mercurial.

When I right click on my solution, I already see HG's buttons in the context menu that appears there.

My question now is, how do I make this version control thing work? It seems I'll have to make some kind of configuration before, as it tells me "Solution is not under Mercurial version control" when I click in "HG Status".

Thanks