Anyone reading msdn closely will spot the difference between VS editions:
http://msdn.microsoft.com/en-us/library/bb896231%28v=VS.100%29.aspx
http://msdn.microsoft.com/en-us/library/bb896231%28v=VS.90%29.aspx
Essentially, Visual Studio 2008 doesn’t have the “complex” option as the return type for an Entity function import meaning it won’t generate property bucket classes for you. Is there a simple way to generate these classes for users limited to visual studio 2008?
One option would be to import temporary tables representing the schema of the procedure, but is there a cleaner/quicker way?
The problem is that in .NET 3.5 SP1 complex types are not supported as return types of stored procedures at all. It is not only problem of VS 2008.
Your trick with temporary tables can probably work but you must have these tables mapped in your model as entities and you mustn’t delete them in database during whole development. Once you delete them and use Update from database your imports will not work.
The best idea we can provide you is upgrade to .NET 4.0 and VS 2010. But it is probably not too much helpful.