Creating Stored Procedures In Sql Server

I just installed sql server 2005 on my machine.  I've been using Access for some time and have created my stored procedures easily in it.  However, this sql server 2005 is so complicated.  In Access, all I had to do was "Create a New Query", write my sql statement, name and save it. 
 However, I am having so much trouble with this sql server.  For example, when I create a stored procedure in sql server, it has a .sql extension.  I am assuming the stored procedure is a file.  However, after saving it, I expand my database, expand programmability, and expand stored procedures, yet my new stored procedure is not there.  It's placed in a file called projects.  I need to access this stored procedure from code, but in visual studio, I get an error message, "Cannot find stored procedure sp_Roster". 
Here is the code I used to access my stored procedure from vb.net.  I thought it would work but it didnt
Dim comm As New SqlCommand
Dim strsql As String
Dim strconn As String
        strsql = "sp_Roster"
        strconn = "server=Home; user=sa; pwd=juwar74; database=Book;"
        With comm
            .Connection = New SqlConnection(strconn)
            .CommandText = strsql
            .CommandType = CommandType.StoredProcedure
            With .Parameters.Add("TeacherID", SqlDbType.Char)
                .Value = "DawsMark@aol.com"
            End With
            With .Parameters.Add("ClassID", SqlDbType.Int)
                .Value = CInt(classid)
            End With
            With .Parameters.Add("sID", SqlDbType.Int)
                .Value = ssID
            End With
            With .Parameters.Add("sLastName", SqlDbType.Char)
                .Value = lastname
            End With
            With .Parameters.Add("sFirstName", SqlDbType.Char)
                .Value = firstname
            End With
            With .Parameters.Add("sMiddleName", SqlDbType.Char)
                .Value = middlename
            End With
            With .Parameters.Add("Student", SqlDbType.Char)
                .Value = fullname
            End With
            With .Parameters.Add("Password", SqlDbType.Char)
                .Value = password
            End With
            .Connection.Open()
            .ExecuteNonQuery()
            With comm.Connection
                If .State = ConnectionState.Open Then
                    .Close()
                End If
            End With
        End With
 Here is my procedure that I created and that was saved as sp_Roster.sql in sql server

 CREATE PROCEDURE sp_Roster
   
AS
BEGIN
  
    SET NOCOUNT ON;

    -- Insert statements for procedure here
    INSERT INTO Roster (TeacherID, ClassID, sID, sLastName, sFirstName, sMiddleName, Student, Password) VALUES (@TeacherID, @ClassID, @sID, @sLastName, @sFirstName, @sMiddleName, @Student, @Password)
END
GO
 Why isn't ado.net finding it in sql server.  Is the sqlstr correct?