In VSS 2005 when you now choose to add files,
you can only add single files and don´t appear an option to folders or recursive.
But with this Tip it’s possible

When you hold shift and then click the button on the toolbar for adding files,
you will get the ‘old’ dialog(previous version), and so be able to check in complete directory structures and files into Visual SourceSafe 2005 but if you want to add all sctruct click in Recursive checkbox