Not sure about the accepted answer by KMoraz. #1 and #2 don't seem to be permanent, #3 doesn't even appear for me (I'm using VS2012), #4 and #5 require permissions (which I don't have on CodePlex) and #6 is not even relevant (because you cannot cloak something that isn't first checked-in).
I know your question is about BEFORE they are added, but I think the answer, which is to create a ".tfignore" file, only works for TFS 2012.
For me I had to locate the ".vspscc" file (which I know you already stated) in the project folder and look for this line:
"NUMBER_OF_EXCLUDED_FILES" = "0"
In my case I wanted to exclude TypeScript generated files, so I added this:
"NUMBER_OF_EXCLUDED_FILES" = "3"
"EXCLUDED_FILE0" = "app.js"
"EXCLUDED_FILE1" = "app.js.map"
"EXCLUDED_FILE2" = "app.min.js"
I really hope they get their head on straight and add the feature you're looking for to VS in a more accessible way.
... and yes, there's a menu for excluding files in "File->Source Control->Advanced", but it should be in a context menu, and it doesn't apply to NESTED files (such as the app.* ones above [for .ts files]).