There are no actual definitive rules for when you are and are not in melee combat, as I have found. Personally, I ruled it that entering close combat with an adjacent (not within your reach, but adjacent) creature is a free action. Actually fighting them with melee attacks also engages you in close combat, naturally.
I did this to make life easier for close combat characters, who - I find - often get shot before they make it anywhere. Lets a cc character charge one enemy, and not have the enemy's two adjacent buddies melta him in the face at point blank range.
The Magos says he has no crude emotions to control
Just an iron fist, an iron will and an iron-banded soul