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_decimal does not build in PGUpdate mode. I didn't notice this because
I've always used the Release mode so far:
msbuild PCbuild\pcbuild.sln /p:Configuration=PGInstrument /p:Platform=x64
msbuild PCbuild\pcbuild.sln /p:Configuration=PGUpdate /p:Platform=x64
"C:\Users\stefan\pydev\cpython\PCbuild\pcbuild.sln" (default target) (1) -> 
"C:\Users\stefan\pydev\cpython\PCbuild\_decimal.vcxproj" (default target) (10) -> 
(Link target) -> 
 LINK : fatal error LNK1181: cannot open input file 'C:\Users\stefan\pydev\cpython\PCbuild\\amd64\python33.lib' [C:\Use 
rs\stefan\pydev\cpython\PCbuild\_decimal.vcxproj]

I can't reproduce this. It builds fine for me. Are you sure you did PGInstrument before?

Also, can you try building from the GUI, rather than from the command line?

_decimal-pgo.diff sort of solves the problem. It might be a good
idea to regenerate _decimal.vcproj using the GUI. I've created it
in true Unix fashion by modifying an existing vcproj...
I'm always building using the command line. If you say that the GUI
build works, I trust you of course. :)

Using MSVC Professional 2010 and the GUI, I'm getting the same error:
1) Select PGInstrument|x64. Clean the solution.
2) Select PGUpdate|x64. Clean the solution.
3) Select PGInstrument|x64. Build the solution.
4) Select PGUpdate|x64. Build the solution. -> error.
Note that PCbuild\amd64\python33.lib is not present, i.e. I did
not build Release|x64. This isn't a dependency I hope?

Ok, Microsoft dropped PGO support in VS 2010 "Professional". In
VS 2008 *Professional* it was present.
So I'll jump through the hoops of the marketing department and
install "Ultimate".
The patch is of limited value then: _decimal does build in the
"Professional" edition using PGUpdate, but using that mode is
probably pointless.

Well, I have Ultimate now and encounter the same problem. Also, when
I start PCbuild\x64-pgi\python.exe it exits immediately without
displaying an error.
The PC\VS9.0 PGUpdate build works fine.

Make sure you clean all build directories; then rebuild.

"clean" = "manually delete, e.g. from explorer"

Building from a fresh tree enables successful launching of PCbuild\x64-pgi\python.exe,
but _decimal is still not built. I literally ran the following commands,
so anyone can paste them into a command window and see for themselves:
# cpython is a pristine clone
hg clone cpython cpython-test
cd cpython-test
"C:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\vcvarsall.bat" x64
msbuild PCbuild\pcbuild.sln /p:Configuration=PGInstrument /p:Platform=x64
msbuild PCbuild\pcbuild.sln /p:Configuration=PGUpdate /p:Platform=x64
"C:\Users\stefan\pydev\cpython-test\PCbuild\_decimal.vcxproj" (default target) (10) -> 
(Link target) -> 
 LINK : fatal error LNK1181: cannot open input file 'C:\Users\stefan\pydev\cpython-test\PCbuild\\amd64\python33. 
lib' [C:\Users\stefan\pydev\cpython-test\PCbuild\_decimal.vcxproj]

New changeset cbd4fbb90e95 by Martin v. Löwis in branch 'default':
Issue #15511: Drop explicit dependency on pythonxy.lib from amd64 configuration.
http://hg.python.org/cpython/rev/cbd4fbb90e95 

I now recall that I worked around this issue, by just copying python33.lib in the place where it's expected.
The right solution is not to configure a dependency on the .lib, as it will automatically be added by the pragma in the include file. The search path comes from the property files.