There's a way to use XNA with Visual Studio 2005 but you won't be able to the content pipeline anymore, and that's a big deal. Also, if you'r aiming at release stuff on Xbox360, that feature is simply not available in VS2005.
In other word, it's better to stick at Visual C# Express. I'm in the same situation but well, you can't do much withouth the content pipeline. Templates are also wiped out if go for VS2005.