<p>In Visual Studio with TFS as source control, when I view the history and double click a cs file, the file is loaded in notepad. How can i change the application to be notepad++? </p>

<p>I also would like the OS's default application for the file to still be visual studio</p>

I don't see any options in Visual Studio for changing that, so I'm guessing it uses the system's default text editor.
Try assigning Notepad++ as the default handler for *.cs files.
You can do this from withing Notepad++ by going to Settings/Preference/File Association.
You can also do it by right-clicking on a .cs file in explorer, go to Open With/Choose Program..., then select Notepad++ and check the "Always use the selected program to open this kind of file" box before hitting OK.