Add "Open From Source Control" to VS2005/2008

VSS2005 hides the OpenFromSourcecontrol menu and instead integrates with VisualStudio's Open dialogs. You should have a SourceSafe icon in the bottom left of the File/OpenProject/Solution... dialog, Add/ExitingItem/... dialog, etc.
 
If you prefer using the old menu item, you can bring it back by setting the following registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\SourceSafe\Namespace Extension\DisableOpenFromSourceControl = (DWORD)0