I have updated some VS2002 samples to VS2005.
There are two new files, ending with "VC8" which are the VS2005 converted solution/projects.
You can download these projects from here:
These should compile fine with ObjectARX 2007, 2008 and 2009.
Note that if you plan to be 100% compatible with these 3 releases you will need to use the 2007 version of ObjectARX SDK.