Invalid FormatETC error and Sharepoint controls

There are some projects and tutorials out there that take you through creating Application pages. They take you through adding a an empty project and then referencing the Sharepoint control and then setting up the toolbos to show the Sharepoint controls... All well and good but when you go and drag a control of the toolbox and onto the page you get an error of InvalidFormatETC.

SOLUTION: Add a web.config file........... I hate all these tutorials that fail to accommodate the main reason for their existence of teaching newcomers to the technology by failing to think how somebody new to a technology would think.