I really don't think I am way off, or off all actually, when I expect Visual Studio Team System 2008 Development edition to include "baked in" support for TFS.

So, shock me silly! It doesn't.

Ok not a big deal I say, and so I perform some minor searching and come across the appropriate "client" tool here.

It is distributed as an .iso, so either burn it to a CD or use an ISO tool like VirtualCloneDrive or DaemonTools.