More VS2005 keybinding information: Build.BuildOnlyProject and Build.BuildSelection
There are a very large number of commands in Visual Studio 2005, and some of them operate in ways that are subtle, and quick to anger.
http://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=224080
If Build.BuildOnlyProject doesn't seem to do what you want, then you might want to look at rebinding to Build.BuildSelection.
