Do you want to connect to SQL Server 2008 through Visual Studio 2005? Then I guess you need to get Visual Studio 2005 SP1 update from here
http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=15680 Please see the limitations as well. But If you have installed SQL Server 2008, the you could have installed the VS 2008 shell as well. Please check it in your PROGRAMS.