My company has a 30yo hypermedia system, based on SGML. It's somewhat similar to HTML. Now some of the customers want to use Microsoft VS to write their screens. I'm new to .NET and have no idea where to start. I'd like to have syntax highlighting, auto completion and available properties suggestion. We'll only support VS 11 and start the development on the beta.
It sounds like you want to implement a Language Service.
MSDN has extensive documentation and thorough tutorials on the basics of building a Language Service. You can start with Language Service Overview (Managed Package Framework) and its related topics.