What you want cannot be done directly. The saving of a work item is what is called a Notification (rather than a Decision). That means that you can only do TFS API stuff in an event after it is done. You cannot block it.
However, there are ways to get the "effect" of what you are looking for. If you modified your template so that your parent work item (I think you called it Scenario) had the State control (not the field) as read only that would make it so that only clients that don't use the normal Visual Studio controls can change that value. (This could be worked around by your users, but it would take some effort to break the rules).
But there is one more step. You need to get the parent work item to "Resolved" somehow. For this I recommend a open source tool that I wrote called TFS Aggregator. (Or if you plan to "roll your own" you could use the code there as a starting point.)
You can find TFS Aggregatoron codeplex here: http://tfsaggregator.codeplex.com/
It is a great tool for rolling up changes and totals to parent work items. You could put in a rule that when your child items are all "done" to move the Parent to "Resolved".
EDIT: I realize now from your question that you have more than one type of Work Item as a child of the parent Item. TFS Aggregator does not support that right now (but it may in the future). It was written to aggregate tasks to Bugs or PBIs. Still, it would probably be easier to modify the code of that project than to start from scratch.
