This is weird. I added a brand new Web Application project to my solution in Visual Studio 2008.
Created a master page. Made zero modifications. Created a new we
Here's another way using Visual Studio: If you do New Item in Visual Studio and you select Web Form, it will create a standalone *.aspx web form, which is what you have for your current web form (is this what you did?). You need to select Web Content Form and then select the master page you want attached to it.