Problem fixed.  Here is the solution (Do this from vs2005):

1. From the menu, select "Tools"
2. Then select "Options"
3. Then click on the checkbox at the bottom that says "Show all
settings".  This will display the sourcesafe settings.
4. Then click on "Source Control" from the settings.
5. Click on "Plug-in Selection" from the next level of selections.
6. Change "Current source control plug-in" from "None" to "Microsoft
Visual SourceSafe"
7. Click Ok and all done!

Now you can select source safe from the "File", "Open project" menu or
by
going to "File", "Source Control".

Thanks,
Adiel