1. Add the following keys:

[HKEY_LOCAL_MACHINE\SOFTWARE\SourceCodeControlProvider]
"ProviderRegKey"="SOFTWARE\\SourceGear\\Vault Client"

[HKEY_LOCAL_MACHINE\SOFTWARE\SourceCodeControlProvider\InstalledSCCProviders]
"SourceGear Vault VS2003 Compatible Client"="SOFTWARE\\SourceGear\\Vault Client"

[HKEY_LOCAL_MACHINE\SOFTWARE\SourceGear]

[HKEY_LOCAL_MACHINE\SOFTWARE\SourceGear\SourceGear Vault Client]
"InstallDir"="C:\\Program Files (x86)\\SourceGear\\Vault Client\\"

[HKEY_LOCAL_MACHINE\SOFTWARE\SourceGear\Vault Client]
"InstallDir"="C:\\Program Files (x86)\\SourceGear\\Vault Client\\"
"SCCServerName"="SourceGear Vault Classic Client"
"SCCServerPath"="C:\\Program Files (x86)\\SourceGear\\Vault Client\\VS2003_Client\\VaultIDE.dll"

[HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\SourceCodeControlProvider]
"ProviderRegKey"="SOFTWARE\\SourceGear\\Vault Client"

[HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\SourceCodeControlProvider\InstalledSCCProviders]
"SourceGear Vault VS2003 Compatible Client"="SOFTWARE\\SourceGear\\Vault Client"

2. Restart Visual Studio and check the Source Control item Under Tools\Options