When working in a project in Visual Studio that had a schema repository added, the warning message "Request for the permission of type 'System.Security.Permissions.FileIOPermission" showed up in various places where I had schema imports. The warning did not show up everywhere though and the project built just fine.
It turned out that the reason was that some of the xsd files where downloaded or copied from a network share and were therefore blocked in Windows, leading up to the warning message.
The warnings could be removed by simply unblocking the offending files, and restarting Visual Studio.
This also lead me to the quick way to unblock a lot of files at once. Simply use PowerShell to iterate over the files and use the Unblock-File cmdlet:
gci -r | Unblock-File