How to install the VS.net DirectX wizards from the DX9a SDK

I have installed the DX9aSDK successfully all apart from the application wizards.

I have tried copying the following files to the VBProjects folder on my C drive at the VS 2003 installation location.
Mdx9appwizard.ico
.vsz
.vsdir

and also copied the Mdx9appwizard folder from the SDK to the VBWizards folder in my VS installation location.

When I say new project the DirectX icon appears for but when I click on it I get the following error.


object with program ID VsWizard.VsWizardEngine cannot be created.

Any one got any ideas how to properly install the wizards.