AFAIK, this is not working as advertised. We can't get it to work either.
After adding the new file to source control, you have to manually copy the new file to the developer's machine, add it to his project and add it to source control. It will tell you that it is already under source control and ask you to get the source controlled version. Answer yes.
Since you are using VFP6.0, you can make use of project hooks and the ActiveProject object to somewhat automate this task.

BTW, we've been using VSS since it was available to VFP. When we called MS technical help for VSS, they asked us what programming application we were using. When we told them VFP, they laughed. Nice to know that MS has a sense of humor ;)

>Hi all,
>
>Here we have a team of developers using VFP6.0. We're having a serious problem to add a new file to Visual Source Safe (VSS, 6.0).
[snip]