Can you clarify how far you have got with creating your documentation project? I'm wondering if you have discovered the comment editor in Visual Studio but haven't actually created a documentation project (by clicking the blue Document! X toolbar button in Visual Studio).
A good place to start is with this movie:
http://www.innovasys.com/movies/viewmoviefeed.aspx?id=eb701a00-2eb1-4592-b35c-15cf2e5db88d
It demonstrates both how to use the Visual Comment Editor in Visual Studio, but also how to then create and build a documentation project.
Let me know if you have any further problems.