As you cannot add a web user control to your Visual Studio 2005 toolbox I struggled how to do it the easy way. Here is the solution:
To add a Web user control to a aspx page simple switch to the design view (of the aspx file) and drag the ascx file from the solution explorer onto the page. Visual Studio does the rest for you. No need for you to add the register tag at the top of the page or think of any stuff like that.
Source: http://msdn.microsoft.com/en-us/library/3457w616(VS.80).aspx