Anyway, I think the .net platform is interesting in itself but I find the IDE a bit heavyweight. I've used others (Eclipse, Netbeans, monodevelop) but I just think Visual Studio is bit bloated (like a fat-man trying to dance like a ballerina).
My "thanks" button is missing otherwise I would "thank" the posts here.
I have seen people using Eclipse to edit .NET projects so maybe thats worth investigating? it doesn't save the pain for now I know but maybe if you have to do it again.
this must be a "feature" of the express edition, the professional edition i use at work definitely saves files directly to disk when i hit ctrl+s
The full VS, when creating a solution, asks where you want it putting.. I know this doesnt help you now but getting the company to buy a full copy of the proper VS may save you much frustration next time around. Have heart; the apps are always quicker to write the second time around, can end up better and if you need any C# help just skype/msn me (I'll send you the details in a pm)
However, after creating the project, you could have used the "Save All..." command save the project, and after that, a periodic Ctrl+S or Ctrl+Shift+S should have solved your problem. Or, alternatively the "Build solution" or "Start debugging" commands also save everything before they start compiling your project. I'm very sorry that your first encounter with .NET ended like this, it isn't a bad environment, after all.