Awesome question, Steve.
Never knew of this until now and while checking the BOL I came across the section "to edit the thesaurus file.." and in 2nd point it states;
If you are editing the thesaurus file for the first time, remove the following comment lines at the beginning and end of the file, respectively:
and picked 4 thinking it might be the case, and yes, it was correct. This is interesting, need to dig bit deeper. :-)
The first and the hardest SQL statement I have wrote- "select * from customers" - and I was happy and felt smart.