All Visual Studio versions for all editions are closed source. You cannot get the source code for VS 2005 or any other Visual Studio package. If you are interested in modifying Visual Studio source to customize it for yourself or your company, then take a look at the Visual Studio Shell package (for VS 2008 only though).
If you meant the source codes to .NET Framework, that's still being worked on. It will be released with a referencial license sometime next year. For now, you can use reflector to view the source codes to .NET.