I believe 9.3.1 supports VS 2008. When you installed the ArcObjects SDK on your machine, which should have already had Visual Studio installed, did it show a version that it would integrate with?
The templates you should be seeing are shown on the following page:
http://resources.esri.com/help/9.3/ArcGISDesktop/dotnet/concepts_start.htm
As a side question, is there a reason why you're starting your development with 9.3.1 instead of 10.X?