Hi,
I have tried following the HelloWorld Hands On Lab in Visual Studio 2012 and I could shown the Shell window without problems.
It would be helpful if you could provide us with the solution you obtained after completing the lab so that we could look at it and help you find the cause behind this.
Also, it could be useful if you could tell us which version of Windows and .NET Framework you are using.
Regards,
Damian Cherubini
http://blogs.southworks.net/dcherubini