Creating new CUDA project with parallel nsight 2.2

I just update my Nsight from 2.1 to 2.2 and after that i've always got this when new CUDA 4.x project creates: User canceled out of save dialog (Exception from HRESULT: 0x8004000C (OLE_E_PROMPTSAVECANCELLED))
I've got this in VS 10 with CUDA 4.2
Configuration - win7 x64 + GTX 560 + GeForce 210

Speaking for the date of this answer, I've tried hard to make CUDA 4.x with Nsight Visual Studio. But the problem was persistent and reinstalling things didn't help me. After a huge disappointment of this failure, I decide to give CUDA 5 a try.

It installs from a single installer; includes SDK,Toolkit, examples,Nsight Visual Studio, GPU driver and works like a charm. But it only contains 5.0 runtime for development.

NOTE: running Windows 8