Setting up Application Project Properties in Visual Studio .NET 2003
Creating A New Visual Studio Solution
To create a new solution file, go to File > New > Blank Solution.
Choose a name for the solution (Ex: Graphics). This will create a new directory (with the same name as the solution) and put the new .sln file inside. Be sure to check the path of where you are asking Visual Studio to put this file, see the "Solution will be created at ..." field at the bottom of the dialog.
Next we will have to add a project to the solution.