This is not how VS.NET 2005 works. You are describing vs.net 2003 behavior. With vs.net 2005, even if you move the files into the web site OUTSIDE of vs.net 2005, it includes them (there are no csproj or vbproj files).
Apparently I'm going to have to find another solution as dealing with this half-hearted asp.net 2.0 support does not work for me. I don't have time to play games and fight things to get it to work.
Thanks.