I created a new Blank Solution in Visual Studio 2010, then I did an Add New Project, and the Solution node no longer shows in the Solution Explorer.
Further, when I try
Tools, Options, Projects and Solutions, check "Always show solution"
Trivial update:
I'm on Visual Studio 2010, Ultimate edition. Windows 2008 R2, Enterprise edition, SP1. My guess the difference between @arrocharGeek screenshot and mine is I turn off all the vista/win7/2008r2 eye candy to make it look "normal."