Hi Plessers--
If you see the default permission of Project Managers group, the "Manage Check-Ins" permissions will not be enabled. There is no special security defined though Status Manager having permissions to check-out and edit the project file, they will
not see the file as checked out in the Check in My Projects of PWA.
Please see the below technet article:
http://technet.microsoft.com/en-us/library/cc197658
Please see the similar thread for which is good for PS2010.
http://social.technet.microsoft.com/Forums/en-US/projserv2010setup/thread/9bf28ffa-f88a-4594-939e-f625df0c4ced/
Hope that helps.
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