Open the SlickEdit command line (ESC in most emulations) and type set-var and hit ENTER. Type def_xml_no_schema_list and hit ENTER. You can set the value for this variable to a list of space delimited extensions that you want to exclude from actual schema validation...so, for example, type .xml .xsl .xsd and hit ENTER.
You shouldn't see that message anymore. Hope this helps.
- Ryan