few days ago I had chance of configuring Jenkins.
I will ommit purpose and value of CI, just want to mention one error message, which you can find if install MSBuild plugin for building .sln file.
If you point to MSBuild file, I mean msbuild.exe file, you'll see interesting warning message:
d:\msbuildsln.bat is not a directory on the Jenkins master (but perhaps it exists on some slaves)
For me purpose and value of this message is puzzle till know, but just want to write that you can ignore this message without any side-effects