I am having a tough time understanding and doing something that should be very simple. I want to add a stored procedure to my database. I am following steps in the book "Mastering SQL Server 2005" but they have one screen shot that I don't see.

Here is what I do:

1. Open MSFT SQL Server Management Studio
2. Go to Databases -> MyDatabase -> Programmability.
3. Right-click on folder icon of Stored Procedures
4. This brings up a window MyPcName.MyDatabase - SQLQuery1.sql.
But the book has it differently from this point.
The book in this step shows a window captioned "New Procedure ... " Their screen has fields for naming the stored procedure and a few other settings. Then the book says, click on Save and you are all done creating your stored procedure.

But when I click on the Save button I am prompted to save the query in a project. And if I do, I don't see this as a stored procedure in my database. The book clearly shows a picture where the stored procedure should appear in the tree under the Stored Procedure folder icon.

What am I missing?

Thank you in advance for any help.