I have a solution with two projects. I just marked the solution and checked it in and now all files have that little image of blue padlock on the left side which obviously means
this is quite normal, having locks to the files. However, you can set the level of source control of different check in / check out strategies.
link: http://msdn.microsoft.com/en-us/library/ms181237(v=vs.90).aspx
For the global documentation :