.NET on W/CE

I'm trying to develop a VB.NET application for W/CE. Following Microsoft instructions, I downloaded and installed SDK for Windows Mobile 2003-based Pocket PCs (and required eVC++ 4.0, eVC++ 4.0 SP4).

According to the documentation, there should be a "Smart Device" wizard when creating a new project, but there is no such wizard on my VisualStudio.

Should I install something else? Any ideas?

Thanks

Just a guess ... it's a VS 2002. Perhaps 2003 is needed?