There is a checkin policy in the MS Power Tools which lets you screen filenames against a regular expression. See: http://msdn.microsoft.com/en-us/teamsystem/bb980963.aspx#checkin While checkin policies are not completely foolproof, they are the closest thing TFS has to enforcing user-defined rules like what you're looking for.
If you just want to exclude a single file from Source Control, then select it in the Solution Explorer and choose "Exclude from Source Control" from the File>Source Control menu.
(And as the others have said, you can also cloak a file or folder, which means it stays in Source Control and is visible to everyone else on the team, but it's not copied to your PC until you decide to uncloak it; or you can delete the file, which means it gets deleted from everybody's PCs when they get latest - but neither of these options will prevent such files being added to source control in the first place)