Can't change target platform to “any CPU”

I work on an x86 pc and use .NET4.0 (same probelem with 3.5) in VS2010. When I make a new Project (e.g. WinFormsApp), the first thing I want to do is to change the target platform of the project/solution to "Any CPU".

I do the following:

Project Properties -> build -> change TargetPlatform to "Any CPU"

On top of the properties page the platform is still "Active (x86)", so I do

Solution Properties -> ConfigurationsMgr -> Platform -> new (since nothing but x86 is available) and create the solution platform "Any CPU".

Now the project properties are "Active (Any CPU)" and I can change it back and forth as I like.

And now the Problem: When I add a new Project, it is again set to "Active (x86)" and I -again - can't change the project settings. In the SolutionProperties -> ConfigurationManager for this second project, the "Any CPU" platform is not available and I can't add a new one, since it tells me that a solution platform for AnyCPU is already there...

What am I doing wrong? Can it be so hard to set a newly created project to AnyCPU?