How to Create a Entity Framework Project?

OK, so I feel dumb for asking this... but I am stumped.

I can't seem to create a project/unit for using the ADO.NET Entity Framework.

I looked for a project type that looked like it would match, but no go (closest I could find was ASP.NET Dynamic Data Entities Web Application).

I also tried to just add a unit (like you do for Linq-to-SQL). But I could not find anything "Entity Framework"y to add (though Linq-to-SQL is in the list). (Note: I tried adding it to a normal Class Library and to a WCF Project.)

Is there something I need to download? Is there an anti-stupid pill I need to take? ('cause I feel stupid for not being able to figure this out)

(I am using Visual Studio 2010 Ultimate connecting to SQL Server 2008)

Here is a screen shot of my Add New Item window:

I got this by right clicking on a Class Library Project and select Add New Item. There is no Entity Framework in it.