Ben Ryan - MSFT
Sql Server Integration Services (SSIS) projects are controllable via TFS within Business Intelligence Development Studio (BIDS) or Visual Studio 2005. It should be the same as soure controlling C# and other project types. If you've installed the Team Explorer SKU, then you can go to Tools->Options->Source Control and set Team Foundation as the source control plugin. After that you can create or open your SSIS project, go to Solution Explorer, right-click the solution node and Add Solution to Source Control. After the adds are pended you should checkin.
NOTE: Sql Server Management Studio (SSMS) is a separate IDE from VSTS/DB Pro/BIDS. The latter are all VS 2005 SKUs or variants and share the same executable and registry hive. The former has its own executable and registry hive. As such, SSMS does NOT support integration with TFS via the Team Explorer SKU. Instead you must install the TFS MSSCCI provider to utilize TFS source control.