Thanks for a great overview of what you did. The problem seems to be that your project name is different to the sketch name. However it is best to perform the tests outlined in the "new users" global annoucement. (above)
Some more info for you Everything is installed and working correctly, we know this because we can see the arduino tool bars in visual studio
Here are a few rules that will allow the arduino compiler to take over from visual studio normal compile
1) sketch name muct match the name of the containing folder
2) project name must match the sketch name
It's okay to create arduino projects manually in visual studio but not needed because there are so many automatic options provided by the arduino add-in.
If you do create projects manually then you must understand the arduino rules and also start with an empty C++ project
The arduino for visual studio will only provide sketch functionality and compile if the rules are met. This is to ensure that visual studio continues to work for normal (non arduino) c++ projects
Try opening arduino blink.pde example in a new visual studio solution and see what happens. Do not use the windows convert. Just open the file!
The Arduino for Visual Studio add-in should detect the opeing of a single .pde and guide you through the corect processes
Please let us know how you get on. Thanks