For some reason, Microsoft included few sample images and icons in VS.NET 2005.  To recover the icons and images from VS.NET 1.1, download Graphics.zip and unzip it into the Common7 folder of your VS.NET 2005 installation.  For example, on my home machine, it's folder D:\vstudio8\Common7.

The zipped file is 723Kb in size, and it unzips to around 6 Mb.  But for this effort, you'll get bitmaps, metafiles, cursors, animations, and a ton of good icons.