What kind of database server are you connecting to? If it's a 2000 box, or a database set to 2000 compatibility on a 2005 or 2008 box, then you won't get intellisense.
"The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood"
- Theodore Roosevelt
Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning