In SQL Server 2005 you manage your stored procedures using Projects. From the Tools menu select New Project give it a good overall name and find a safe place on your disk. It creates a 'Solution' with that name you put in the top box. You can then right click that solution in the Solution Explorer and add other 'projects' which are really just other folders near or in your solution folder. When you reopen this solution all the 'projects' you have added show nicely in the Explorer.
You can then add new scripts, drag and drop scripts across project boundaries, rename scripts or open the scripts by double clicking them.
I feel sorry for you since I was in the same boat - not discovering how the darn thing works until well into a project. After creating several 'projects' (remember these are just folders) under my solution I had to open each and everyone of my db scripts (over a hundred) using the normal right click script and choose 'Modify' and then in the File menu (last entry) you have a menu item "Move ScriptName.sql to..." and a pop up menu is shown with all your folders (projects).
It's clumsy but beats the hell out of a raw list of all your procedures once you feel your way around the thing. The absolute best and quite critical feature of it is that it allows you to search all your project (folder) files for keyword searches even names of the files. That really saved my butt when I added an entire new table for an older one. It allowed me to hone right in on all procedures that reference that old table.
Good Luck
It made me nervous at first to have stored procedures in the database and a separate copy on disk but after a while it was no big deal. I use the disk copies now to edit any changes. If I can't find one or forgot to add it to my projects I just pull it up with Modify and add it.