In Source Control Explorer, hit CTRL+G. This will bring up the Find Changesets dialog. Unfortunately it’s kind of one-size-fits-all in VS 2008: you have to work inside a big bulky search dialog, even if you already know the number(s). In your case, flip the radio button to search by range and then key in the desired changeset number as both the start & end of the range.
The VS 2010 version of this dialog simplifies the “lookup single changeset by #” use case, FWIW.
My personal preference: if you have a console window open, there’s a quicker route. Simply type tf changeset 12345. If using the Power Tools, you can substitute “Get-TfsChangeset” or “tfchangeset” for improved performance and programmability.