It's proablly that it is for an older version. Certainly, it doesn't seem to work in my VS2008. There are two other ways to do it easily:
1) When you type the interface name:
public class ZoomIn : ICommand
A small blue rectangle will appear under the first letter. Move the mouse over that and click the drop down.
2) Right click the interface name in the class declaration: Implement it on the menu that appears.