Can't add templates to App_Data

I have my website templates in my App_Data  folder and am trying to add widget templates (ascx). The problem is, in Visual Studio 2010, when I try to add a user control (ascx) by clicking "Add new item" from the right click menu of a folder, they don't show up in the list. The only ones that show up are mdf, txt, etc. What's going on here? To my knowledge, you can't add ascx files to your App_Data folder in Visual Studio at all. Why has this become a standard for Sitefinity? And is there a work around? I'd really like to refrain from using notepad...

"To my knowledge, you can't add ascx files to your App_Data folder in Visual Studio at all"

Hmmm...well CONTEXTUALLY you can't but there's nothing preventing you

1) You can pick txt but name it with .ascx :)  VS should see the extension ascx and properly show the icon\editor
2) You can create it in the root and just move it up to App_Data

Right - and I tried that, but unfortunately the file didn't show up in my solution explorer at all.

At the top of the solution explorer, is the "Show All Files" icon selected?  Is it just that it needs to be included?

Is this not what happens for you?
http://screencast.com/t/egRXxoNsPzq