"Script Documents" Section Never Appears

 I've spent about 3 hours on this. I'm using VS 2008 SP1.
I know that when I debug an ASP.NET app, a "Script Documents" section *should* appear in the Solution Explorer. (You can see a screen shot on Scott Gu's blog.) Although I've seen screen shots of it, I never see this section in my Solution Explorer. It simply never appears (and I DO have script debugging enabled in IE).
As I understand it, there are two ways to start debugging: 1. By pressing F5.  2. By attaching to the IE process. Nether of these approaches makes the "Script Documents" window appear.
Several sources I've read indicate there should be a "Script Explorer" item under the Debug | Windows menu. I do not have a "Script Explorer" menu item.
If anyone has any idea of what to look at can yo ...