We have no plans, currently, to support Visual Studio in the same way we support Excel, PowerPoint, and Word. You can use the Add Connection tool to connect to SAS data. In VS 2003 all data providers are shown on the main list, but in VS 2005 only the ones you listed are shown. You can get to the Data Link Dialog by choosing "" (which is listed under those choices for me) and choosing ".NET Framework Data Provider for OLE DB". Once you do that you get to this screen where you can pick the provider you want as well as click "Data Links…" for the Data Link Dialog. Be aware that there are some limitations. When you drag the table to your application errors are generated. For one example, since our table names are in the form 'libname.tablename' the select statement generated is:
select "libname.tablename".* from "libname.tablename"
Still, this will get you pretty far towards using the VS tools to create a connection to SAS data.