I use a standard user account for my daily tasks on Mac OS. Since upgrading to Snow Leopard I am asked to do the following when a program is run from within Xcode:
\
Finally, I was able to get rid of it using DevToolsSecurity -enable on Terminal. Thanks to @joar_at_work!
DevToolsSecurity -enable
FYI: I'm on Xcode 4.3, and pressed the disable button when it launched for the first time, don't ask why, just assume my dog made me do it :)