It appears that the "Start Action" property is not presented in the Express Edition, and the project file needs to be edited directly, as per:
<code>
To start McmlPad from within Microsoft Visual C# 2005 Express Edition, you must edit the .csproj file for the solution because the Start Action setting is not available in the Visual C# 2005 Express Edition. The following example code from the Z.csproj file shows the additional XML code: