when you use vs2005 to build an win32 project, only do like that :
1. create win32 project
2. write your code
3. build and run
but if you created an empty project you could not look the window, because the environment is not as an win32 project, just do like below
1) Goto Project->Properties(or click right mouse on the project name)
2) On the left expand "Configuration Properties"
3) Expand "C/C++"
4) On the left, Select "General"
5) On the right, change "Debug Information Format" to "Program Database For Edit And Continue (/ZI)"
6) On the left, Select "Optimization"
7) On the right, change "Optimization" to "Disabled (/Od)"
8) On the left, expand "Linker"
9) On the left, select "Debugging"
10) On the right, change "Generate Debug Info" to "Yes"
11) Click ok
12) build and run
that's all!
enjoy!