In the projects property pages, use the post build events to trigger a bat or command file to copy the file(s) to the output directory.
See here MSDN article on Build Events
Edit
Have you checked out this question Visual studio custom build step rule? Sounds like it might work for you, setup a custom build step (i.e. file copy) and associate it with the file types of your custom content files.
Then when you add another file you don't need to modify the post build step. I don't do much C++ any more and I didn't know you could do this, nice to know it's there though.
Hope this helps,
Binary Worrier
2009-06-05 10:07:00