In this blog post John Papa talks about getting the debugger to ignore validation exceptions.
I recently wrote an article that demonstrates how to use the DataForm and validate data entry in Silverlight using the DataAnnotations. One of the pet peeves I have with the validation is that it throws in exception in the setter of your public property. Putting my disagreements with that aside for a second, it causes a major inconvenience when debugging the application. For example, when running the application that uses the DataAnnotations and one of the conditions is violated, the debugger will catch the validation exception and break into the code. The desired behavior is that the debugger will not break into the code since I really just want to see the validation information on screen.