This is such a pain in the neck, I had to re-blog this….
When you are debugging in VS 2010 and attaching to the w3wp.exe process, you’ll get this lovely warning (with no option to suppress!)
To remove that warning, run the powershell command:
Set-ItemProperty HKCU:\Software\Microsoft\VisualStudio\10.0\Debugger -Name “DisableAttachSecurityWarning” -value “1”
UPDATE! Thanks to Donal Conlon for commenting that Visual Studio should not be running when you execute this command.
Thanks d1$c0!
Chris "Jake" Jacobsen 
#1 by Disco on September 3, 2010 - 7:02 pm
Um yes, hello Mr.Jake
I would like to let you know that VS should not be open when you make this change, else the value may not stick.
Carry on.
#2 by Jake on September 3, 2010 - 7:30 pm
YOU are correct, sir. Shutting down VS is vital to making this work properly. For you, a gold STAR!