I didn't know about this :-0
If you want some nice XML schema support in Visual Studio for XML files that you are creating. Drop your schema into your Visual Studio XML schemas folder.
Mine is at....
C:Program Files (x86)Microsoft Visual Studio 10.0XmlSchemas
So yours will most likely be somewhere similar unless you have installed VS somewhere else.
Just found out how to do this when dealing with some nhibernate mapping files (not using fluent nhibernate etc...)