Ok, I've got Visual Studio 2005 Pro and SQL Server 2005 Express
installed on my workstation. I have a Start Menu item for "SQL Server
Business Intelligence Development Studio". When I click on it, Visual
Studio starts up, and I have a Business Intelligence category in the
New Project dialog, but no Analysis Services project or other BI
project templates listed, just Reporting Services stuff.

I've looked all over trying to find out exactly what I need to install
to be able to create Analysis Services projects (cubes, etc.), but
information tends to assume that I already have it in place.

What exactly do I need to have installed to create Analysis Services
projects and related resources?

Thanks.