Design and Implementation of Domain-specific Languages
Microsoft Visual Studio 2008 DSL Tools
First of all install the Microsoft Visual Studio 2008 (at least Professional Edition). Then download and install Visual Studio 2008 Software Development Kit (select the most suitable version for your studio according to the installed Service Pack).

Select File > New > Project ... from the main menu. Choose Domain-specific Language Designer project. Fill in the project name (e.g. StateMachineLanguage).
Select Minimal language template.
Fill in the extension for language model files (e.g. sml).
Fill in the name of the company (e.g. JKU).
Created solution is shown on the next picture.
The help for DSL Tools (press F1) is located under the node Visual Studio SDK/Domain-Specific Language Tools.

The main DSL tools are: DSL Toolbox contains following tools:
Abstract syntax - Classes and relationships
There is always one element marked as a root element. All elements must be directly or indirectly embedded in the root element created a tree-like structure via embedding relationship.

Graphical concrete syntax - Diagram elements

Connection between abstract and concrete syntax

If you want to place any element or shape to a diagram drag it from the toolbox. It you want to make a connection between elements select a tool from the toolbox and start to drag in a diagram.

Decorators are labels, icons, or expand/collapse chevrons that you can add to a shape or connector to customize its appearance on the diagram. You can add multiple decorators to a shape.
Domain type is registered type which can be used as a domain property type.

You can run the solution now using Debug > Start Debugging (or press F5).

Do not forget to run Transform All Templates within the Solution Explorer after every change in the language definition.
Created State Machine Language is shown on the next picture. The project contains example of validator (see the Dsl/Validation/StateMachineConstraints.cs) and one simple artifact generator (see Debugging/StateMachineLanguageReport.tt) which generates output for the input file Sample.sml. If you want to turn on validation in your DSL set the appropriate level of validation in DSL Explorer under the node Editor/Validation.
Thanks goes to all of you for the active participation. Enjoy the design of a DSL.