Is there any way to create a blank solution (.sln) file first and then add projects?

Yes, How to: Create Solutions and Projects gives an overview.

From the article:

Creating Solutions To create a new
solution

1. On the File menu, select New and then click Project.

2. In the Project types pane, select Other Project Types and
   then select Visual Studio
   Solutions.

3. In the Templates pane, select Blank Solution.

4. Enter a name for the project.

5. To change the location of the solution directory, choose Browse
   and specify a new location.

6. Select Add to Source Control if you want to add the solution to a
   source control database or repository.

7. Click OK.

After creating an empty solution, you
can add new or existing projects and
items to the empty solution by using
the Add New Item or Add Existing Item
command from the Project menu.