I only found one pack labeled "Visual Basic 2005 Power Packs 2.0", installed it and it didn't show up in neither Studio versions toolbox actually. But you can use context menu on the toolbox tab you want them and select "choose items...". Now in the dialogs .Net tab you sort by Namespace to easier find all in Microsoft.VisualBasic.PowerPacks and select the LineShape, OvalShape and RectangleShape. These are assembly version 8.0 by the way. The PrintForm powerpack component was already there in my 2008 Express under PowerPacks toolbox tab, in the choose items dialog both assembly versions of this component lists, 8.0 and 9.0.
With Visual Studio 2008 you can also create WPF projects that have their own controls, among them these shapes from System.Windows.Shapes namespace, adding to that Path, Polygon and PolyLine controls.
Both project types have a special host control to include controls from the other, WPF has the WindowsFormsHost, Windows Application has the ElementHost (WPF Interoperability tab).