This is what I get even when I run in the Debug configuration:
The way I got this to show was by enabling "Just My Code" and warn if there
This started happening to me after applying Update 1. Existing projects started showing this, and I can replicate it with a brand new project. All configuration is set to DEBUG, and Optimize is not checked.
The kicker is, running the project the first time (or after a Clean) runs just fine, without any message. Stopping, then re-running the project (note - the project is not rebuiblt) will display the dialog.
The only solution is to turn off the Just My Code option - which seems a hack, as it was on previous to Update 1 without any problems.