The following bug, closed as fixed in Visual Studio 2010 RC, is still there:
In my Makefile project, if I start the program without debugging (CTRL+F5), it always (per default) closed the opened console window. I compared my project file to a standard console application project file, and found the following:
Inserting this (using a text editor) under <Project> in my makefile project .vcxproj file solves the problem ... It would make sense that is the default behavior (as it is in my vs2005), or that this could be controlled from the standard project dialog.