As of March '12, this was not possible:
Visual Studio supports debugging of Scala.NET programs but not editing them. Until the VS extension for Scala appears, Scala.NET programs can be developed using the existing (JVM-based) IDE
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The project looks a bit abandoned.
Update: September 8, 2015
The Scala.NET project was discontinued (I believe due to low interest), Miguel Garcia, who is the guy behind this backend, switched to GenB
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