It seems SQL editor do not support "Format" function. Is it right?

When I write SQL command in the editor, I can not find a menu to format my command.

Also the "Format Document" function in VS2005 Beta2 seems do not delete blank rows. I found a good Format tool here. I realy hope MSSQL 2005 has build-in function like that.
http://www.sqlinform.com/