Question: I use Visual Studio 2008 Professional with .NET 3.5 SP1 installed. It is not showing Entity Model when I select "New Project". The MSDN links show that it was included with .NET 3.5 SP1. 

Why it is not appearing on my VS 2008?

Answer: 
You probably need to install *VS2008* SP1, which contains the tooling used to develop against .Net 3.5 SP1.
It won't appear as new project. It will appear as *ADO.NET Entity Data Model* when you add a new item to an existing project:

![alt text](https://i.stack.imgur.com/oA53K.jpg)