I tend to work from the command line for managing builds and source control. For my day job, we use TFS, so I use the Team Foundation command-line utility tf.exe with the 'get' option.
Be sure to start a Visual Studio 200x command-line prompt, to ensure tf.exe is available in the search path.
tf get will recursively grab changes from the current directory, so you can be somewhat selective.
If there are any conflicts, the familiar conflict dialog is presented, allowing you to determine the appropriate resolution.