From Visual Studio stuff.
VSFileFinder2005 can add a file listing box and a filter text field for you to find files in solution quickly and then know where the file is located (in which project and in which directory)
VSTabs is also a good utility but it only works for VC2003. I do not find related free add-on for VC2005.
BTW, Visual Assist X - an add-in for Visual Studio by Whole Tomato Software is the best add-on I have ever used. But it is not for free.