VB 6.0 have an option, that control this behavior:
Tools\PushOK CVS Proxy\Options\Remove files from source control when
remove from project.
VS .NET (no difference which language: VB, J#, C#, C++) _never_
deletes files from source control. I guess this is because of Source
Safe limitations, where after file deleted it is too hard (or
impossible) to pull some previous version of project containing this
file.
However, some options implemented to solve this, please see:
http://www.pushok.com//tickets_messages.php?id=16