When I tried to use Visual Web Developer 2005 Express to compile a project with TypedDataSet, I got some warning message for compling. Basically, these warning messages are about some XML attributes for DataSet not being declared. For example:
Warning 2 The 'ParameterPrefix' attribute is not declared. G:\Datadc\Programming\ASP.Net\Data Tutorials\DT01\App_Code\Northwind.xsd 8 231 G:\...\DT01\
I googled solution to find out why and to remove these warning. Here is a link about this issue. In short, these attibutes are not defined in VS IDE's xsd file. I could to add these attributes there but it is not recommended. Steve Cheng from Microsoft Online Help said that you can ignore these messages and the build should be fine.
That's a good explaination for this issue.