The simple answer here is that machine specific files do not need to be checked in. This includes .PSS and .CPD files. The .HHP and .XPJ files are not machine specific, they are project specific and therefore must be checked in. The confusion over the HHP file may come down to whether CHM output is being produced. If you are not, you could safely say that this file need not be source controlled. However it doesn't cost anything to include it under source control so why make life more difficult by excluding it.
The RoboColum(n) @robocolumn Colum McAndrew