I'm always forgetting this one and people often ask me for it so I'm popping up here in the hope I'll find it easier next time.

It's an old problem where Visual Studio 2005 goes looking to connect automatically to TFS when you change between TFS servers or work disconnected for a while.

Simply add a registry key "AutoLoadServer" (type DWORD) to HKEY_CURRENT_USER\Software\Microsoft\VisualStudio\8.0\TeamFoundation, setting the value to be 0 (Do not connect automatically).