Using database designer in visual studio.net 2010

Question

I want to use a visual designer in visual studio.net 2010 for a C# asp.net web forms project. I basically want to setup a linq to sql  designer connection and drag the tables and stored procedures to the designer surface to accomplish this task. 

 However I am having a feeling that I am doing something wrong since the tables are just not automatically linked to together. From what I heard this should be automatic. Thus, can you tell me and/or point me to a reference that will accomplish this task?