Sounds like you're using TortoiseSVN.
here's a good tutorial for using it.
It sounds like Tortoise doesn't understand that the file you right-clicked on is under its control. Is it a new file? Did you move it from where it was created when you "checked out" the project?
Try right-clicking on the
project folder. It should have a check mark in front of it, like
this.
EDIT: Oops, just saw your edit. Oh well, it's a good tutorial anyways.