>I actually did drag and drop the Dependencies & Project Build Order commands onto the project menu. But they are always dimmed. I can never click on them from any Web or Win solution/project. I make sure that the project is highlighted in the solution explorer, but those commands stay dimmed. Strange.
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Yes, it is. Sorry, I don't have any ideas (esp. since you said you tried a win. project as well).

What happens if you right-click on the solution and select properties? Can you set it there?