Using Visual studio 2010 I got problems when double-clicking, for example a config file (*.config). Visual Studio would open but give me a error message about parameters. If
I think the main goal of this question is how to add many folders and files to your project in a comfortable way. Drag and Drop files into your project is one solution, which fails under certain circumstances.
Another very easy way is:
This is also possible, if you run VS as admin.
Have some fun!
By the way: I found this question, because I had the same issue with drag and drop. I understand the security issues, but it is an annoying feature.