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, in fact, normal. You are using a "server workspace", or connecting to a TFS server from before TFS 2012. Team Foundation Server has multiple modes of working:
A Checkout/Edit/Checkin system (via "server workspaces") means that you will need to explicitly check a file out to begin editing it. Files are kept read-only in order to indicate to you quickly what files are checked out and which files need to be checked out. If you simply start typing in an IDE or editor that understands TFS version control (Visual Studio, Eclipse) then the IDE will check the file out for you. Otherwise, you will need to check the file out manually (by selecting "Check Out for Edit" in Source Control Explorer or by running tf checkout <filename>
.)
This type of system is very useful with teams that have very large repositories or very large files in those repositories; by explicitly instructing the source control system that you are editing a file, you avoid the need to scan the filesystem.
An Edit/Merge/Commit system (via "local workspaces") means that you do not need to take any explicit action to check a file out, when you query your pending changes, the disk will be scanned to determine what changes you have made. Local workspaces are the default in TFS 2012, though you or your administrator may change this default.
This is similar to the way Subversion operates and is generally suitable for most repositories, however if you use keep large binaries in your tree, it is probably not a good option.
A Distributed Version Control system (via git) means that you have a complete clone of the repository locally and allows you to work completely independently while offline and share your changes or receive other peoples changes as you see fit. Git is new in TFS 2013 and Visual Studio 2013.
This type of system is very useful for highly distributed teams and teams that want to take advantage of novel branching strategies but may not be appropriate for teams who have very complex requirements around fine-grained permissions.
If your server is TFS 2012 or better and you want to convert your existing server workspace to a local workspace, you can open the "Edit Workspace" dialog and in the advanced settings, change the type of your workspace. This will make all your files writable and you will continue working in a Subversion-like mode.
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 :