Hi,
First check that you have a wap and not web site. There is not designer files in the web site model. If you open a project or solution you have probably a wap model.
To move existing aspx, vb and designer.vb (aspx, cs and designer.cs for csharp) to your project:
Copy the files to the appropriate folder,
in the solution explorer toggle "show all files",
select all the three files, right click "include in project".
This will do the nesting in the solution explorer.
You can regenerate any missing designer.vb/cs file this way:
Select your aspx file in the solution explorer (not the project), right click "Convert to Web Application". (You can do this only when there is really no designer file for a given aspx)