This is always a pain, no matter what source control system I have used (Visual SourceSafe, CVS, ClearCase, etc.). The binary .frx files always cause a problem when merging
You need to just bite the bullet and include them in version control system. Unfortunately, they do contain information that isn't available anywhere else in the source. (The bitmaps added to ImageList controls, for example.) If you lose those files, you can't rebuild the application correctly.