I am trying to do a better job of testing (and fixing) my code as I write it, and a big part of that is using a great new feature of Visual Studio 2005 called Object Test Bench which allows you to easily create and call objects on the fly and essentially test them immediately after writing them, without having to create any test projects or forms or classes as drivers.
When you open up the Object Test Bench window, it tells you to right click the class in the Class View window and choose "Create Instance" to test it. Except that option was not on the right click menu for any of my classes. Everything looked right, and I was at a loss to explain it. Finally I found a statement on MSDN that the project has to be the startup project in order for the Create Instance option to be available.
I set the project as Startup Project and it worked perfectly. Once again, the answer is simple and obvious once you know it.
Hope you find this information useful.