Add an existing file to a project without copying it

If you want to add an existing file to a project and have the project point to the file where it resides, press the little arrow key on the right side of the add button on the add existing dialog.  The arrow will present a small context menu that allows the option of adding the file as a link, which will cause the Visual Studio project to point to that file where it is instead of copying it to the project directory.