Although this sounds great in theory, it is almost completely useless in practice, so I quickly turn it off again.
For example: I have a bunch of files open. I decide to close some of the files, since I do not need them open anymore. I click on one of the files (solution explorer jumps to the file), close it (solution explorer jumps to whatever file is next in the open-files-list), etc. Annoying.
Even more problematic: I am looking for a file. I navigate to where I believe the file is located and open it. After opening it I see it is the wrong file (or alternatively after a small edit I want to change another file where I currently am). I close the file. Solution explorer jumps to the next file in the open-files-list, which can often be in a completely different location in the solution. So I have to find where I was before, etc.
Eclipse solves this in a much better way, by having a toggle button for tracking the file on/off directly on the solution explorer.
Luckily, there is also Resharper, which solves this problem by having a key binding for locating the current file in the solution explorer.