Look In Solution Explorer:

Project Name...
My Project...
Application.myapp...
Application.Designer.vb...

Does the designer even exist?

If not then I would guess that you can't change it.

Edit: But I've never used an empty project before so I can't help you any further than to tell you that if the Application.Designer.vb file doesn't exist - you obviously can't change it. Maybe you can create it, I don't know.