When creating your project you can uncheck the "Create Solution folder" which will place the .sln file in the same folder as your project. I don't recommend this though, as you'll, at some point, will probably want to add a Unit test project or refactor some functionality into a re-usable class library, at which point your solution file will be in an awkward place (inside the folder containing your first project).
You can also force Visual Studio to create a new project file by deleting the old one and then opening the .csproj file. Upon save, Visual Studio will prompt you whether you want to save your solution and where.