I just started a new job yesterday and this is only my second job working in ASP.NET. We were setting up my dev box and were having trouble with some third party components like
Si is very correct there. Also: keep your bin folder for results of builds/compiles. Like said before use a "library" folder to link to. I even do this with devexpress.
Normally by installing devexpress it will install its dll's in the GAC, and you can reference them like you reference the standard .Net dll's. But for version control it is much easier to use a library folder.
In that way, you can be sure that everybody uses the same version of devexpress (the one that is in sourcesafe) to test their code, and you will have less problems with code that compiles on your machine, but does not on another.