Regarding the OpenGL problem, could you please specify which version of CHAI3D you are using?
About the Phantom haptic device, are you able to compile and run the OpenHaptics demonstrations?
Please note that if you are running on a 64-bit machine, only 64-bit executables will run on these devices. By default, Visual Studio will often open the solution/project file in 32-bit mode (win32). Please select (x64) instead