The Global.ascx file seemed to have disappeared from the solution explorer when you create a new Web application in Visual Studio 2005.
If for some reason you still need to access the Global.ascx then there's a quick fix.
It may be you are migrating an existing Web application from the .NET framework 1.x to 2.x or you want to code against Application_BeginRequest event or one of the others the Application_Start event.
The good news is you still can simply by adding a Global.ascx file to your project.
Just because Visual Studio 2005 does not add a code behind file does'nt mean you can not add it for yourself!
Simply add a file called Global.ascx and create your own code behind for it; Global.ascx.cs or whatever is appropritate for the language your are using.
Then add a handler for the Application_BeginRequest event to the code behind file that your new Global.ascx inherits from
Your new Global.ascx may simply be one line
<%@ Application Language="C#" Inherits="Globals" %> where Globals.cs is the new code behind file.
Two other steps are needed.
You need to ensure that Globals.cs contains the event handler and that Globals.cs inherits from the System.Web.HttpApplication.