If you downloaded the Visual Studio 2005 Beta 2 and expected to find the Database Projects, that allow you to create CLR stored procedures, user defined functions, etc., within the Visual Studio 2005 environment, you will be disappointed.
The VS 2005 Beta 2 download is for the Standard version of the VS2005 product. To get the Database Projects you need to have the VS2005 Professional version. This isn't available, yet, in the MSDN subscription downloads. To get it, you need to download the VS 2005 Team System (which integrates VS Professional 2005). If you download it prepare to wait - it's a 3.9 GB iso image.
This link to the Visual Studio 2005 online documentation explains what is available in the different versions (http://msdn2.microsoft.com/library/8czxd086(en-us,vs.80).aspx). I wish I had this before I downloaded the Standard edition.