Studio 2011 might be problematic. I haven't given that a try yet (no reason to at our end since we're stuck on 2005 for the forseeable future anyways). And its not officially supported by the SDK yet. Not sure if it will be until a fair bit in the future (though I'm not saying its not doable, it probably is).
Honestly, I've always just taken a good sample project and modified it to be my basis. If you open up the vcproj (or whatever the extension is in 2008) and .sln, you can just do search & replace on 'annotator' or whatever the project is called to give a name you like Then you just change the name in code and once it all compiles you can make your own plugin. Its honestly easier than building one from the template. At least, I find it that way.