Since you have the Intel C++ compiler, with a good portion of the C++0x features, including Lambda function support, I believe you are in good shape for continuing to use VS 2005 (as I do here).
One advantage though of upgrading to VS2010 is the MSDN and VC documents will include Windows 7 API and samples. You will have to weigh this inconvenience against the cost for upgrade. A second advantage is the MS VC++ has additional parallel programming features (not part of TBB). If you want to experiment with those features against the parallel programming features of Intel products, youwill need a copy for that purpose. Use of TBB will not be advance though with the upgrade to VS2010 (other than foe Windows 7 support). Also, there are some (at least were some) integration issues with the ICC (and/or Intel Parallel Studio) with VS2010. These issues may have been worked out by now.
Keep in mind that the Intel developers of TBB, and many of the independent contributors to TBB, are using the compiler version you currently have.
Jim Dempsey