I posted about Subversion but I forgot to mention there is an excellent add-in for Visual Studio called AnkhSVN… The normal install doesnt work with Visual Studio 2005, but if you go to the Development Releases and Download AnkhSetup-0.6.0.2181–snapshot_20.msi it works just fine. (The release after doesnt work though)
-James

Don't forget TortoiseSVN.
But ankhSVN have some bugs.