The following enum generates one warning per enumeration value:
typedef enum _StdTaskDialogIcons : short int
TDIconWarning = -1,
TDIconError = -2,
TDIconInformation = -3,
TDIconShield = -4
According to several people, the enumeration is OK and should not pop the said warnings. See http://social.msdn.microsoft.com/Forums/en-US/vclanguage/thread/fc45de2d-e516-4162-9ec4-de5fddc6681f and http://www.cplusplus.com/forum/general/44367/ for details on it from other language experts.
FYI: I found this problem in Visual Studio 2008, but I was not given the option to post this bug for any other version of Visual Studio other than 2010.