Your Canadian visa has nothing to do with entering the US. Canada doesn't really care where you go when you leave, and as far as I know, the US doesn't give any special entry privileges to Canadian visa holders.
As a Belgian citizen, you can enter the US under the Visa Waiver Program for tourism or business up to 90 days; your proposed itinerary certainly qualifies.
It is not necessary to do anything in advance. However, if you apply for an ESTA, it may reduce the amount of paperwork you have to do at the US border. From https://esta.cbp.dhs.gov/esta/application.html?execution=e1s1#MOST:
Do I need to apply for ESTA if... I am a citizen of a VWP country and am visiting the U.S. from Canada or Mexico?
If you are a citizen of a country that participates in the Visa Waiver Program (VWP), and you enter the U.S. by land from Mexico or Canada, ESTA is not required. If you do not have ESTA, you will be required to complete the paper I-94W form and proceed through a manual entry process at the land border crossing. If you have an approved ESTA when entering the U.S. at a land border crossing, you will not be required to complete the paper I-94W form and your entry process is expedited. However, if issued, you should return your green I-94W card upon departure from the U.S. If you are arriving by air or sea, you do need to apply for ESTA.