There's a question already discussing how to add project/solution bindings to TFS, however it seems to only apply to Visual Studio 2008 (I am unable to find the "Change Source Control" dialog in VS2010).
I have a solution and source code on my local machine already in TFS, however it does not have TFS bindings (the thing that produces the padlock icon in the Visual Studio Solution Explorer and allows automatic checkout).
How can I add bindings to an existing TFS project using Visual Studio 2010?