It took me sometime to get the installation done so just thought of making a little tutorial that would help other folks. The following image clarifies the steps mentioned. Thanks jbohren! If you encountered errors refer to the section below and see if it helps. Make sure you install only bit or only 64bit libraries I use 32bit on my 64bit machine for compatibility issues with 3rd party libs, for now of drivers, OpenNI and Primesense.
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