I have recently came to a strange behavior. I am using VS 2010 (ultimate edition) and TFS 2010. In past the with VSS when even I edit any file it gets automatically checked out and see the small icon for it in with filename.
Now I do not get it any more
Reason: You solution is not binded with the source control.
1. Go to File—> Source Control—> Change Source Control
2. Select all the projects in your solution file and BIND them .