We use Visual Source Safe. Is there a way to have the all-files-checked-out-to-me report display on the Start Page in Visual Studio? So that when I opened VS, I'd see a report of everything I have checked out from VSS, categorized by project.
This is probably a more complicated approach than you're interested in, but since the start page can show RSS feeds, you could write a web app that would query VSS via the COM interface, list your checkouts, and publish that as a feed.
If you're not looking to roll your own, I did a quick search and came across VssRssSvc, an application that generates RSS feeds from a VSS database. It includes source, so you'd be pretty close to getting what you're after with a little bit of work.
If you decide to build it, let me know. :)