Shame on them! Sounds like an opportunity to do some evangelizing! However, while you wait for them to see the light, perhaps you should implement your own private source control. Use one of the freely available tools we list in Appendix A, and make a point of keeping your personal work safely tucked into a repository (as well as doing whatever your project requires). Although this may seem to be duplication of effort, we can pretty much guarantee it will save you grief (and save your project money) the first time you need to answer questions such as "What did you do to the xyz module?" and "What broke the build?" This approach may also help convince your management that source code control really works.
Don't forget that an SCCS is equally applicable to the things you do outside of work.