If I add a new file to a project under TFS source control, it will check out the project file and the corresponding .vspscc file for that project file.
The project file
According to this post of Ben Ryan:
Team Foundation uses these to store lists of files that have been excluded from source control. We leveraged some of the existing SCC integration layer in Visual Studio to integrate Team Foundation, and these files were one of the carryovers. I'll have to check into what the logic was in breaking out these SCC settings into separate files as opposed to putting them in the solution and project files' SCC sections.