There is a nice Spell Check add-on for VS 2008 and 2005.
You can check it here.
How to use and trouble shooting here.
You may have to run as admin during the setup since add-in needs to register COM components. If, for some reason, add-in does not appear in Visual Studio, try running regsvr32 vsspellchecker.dll from command line in the add in installation folder in Program Files.