Pablo has written a series of posts that should be of help to anyone thinking of hosting their applications in the VS2008 shell:
Customizing a VS Shell application
Integrating a VS Package with a VS Shell application
VS Shell application deployment
Creating a bootstrapper for a VS Shell application
VS Shell and the registry
VS Shell application switches
PingBack from http://msdnrss.thecoderblogs.com/2007/11/27/help-with-using-the-vs2008-shell/