Thank you Stan for the walk through.

A couple of comments...

1. Adding VS Command Prompt to external tools, use

Arguments: /k "\path\to\Microsoft Visual Studio 10.0\VC\vcvarsall.bat"

I used: /k "C:\Program Files (x86)\Microsoft Visual Studio 11.0\VC\vcvarsall.bat"

2. In my implementation of SQL Server 2005, before I enabled CLR, I had to show advanced options first:

EXEC sp_CONFIGURE 'show advanced options' , '1';

GO

RECONFIGURE;

GO

EXEC sp_CONFIGURE 'clr enabled' , '1'

GO

RECONFIGURE;

GO

Thanks again!!

David