If you're getting a security violation with the Prism dlls that ship with PrismExplorer, you need to go to the Windows file system and unblock each one.  Afterwards you must do a Rebuild All to kick Visual Studio into the right state (it will otherwise complain that it can't download the Silverlight application).

 

More information below:

 

Error 37 assembly may have been downloaded from the Web. If an assembly has been downloaded from the Web, it is flagged by Windows as being a Web file, even if it resides on the local computer. This may prevent it from being used in your project. You can change this designation by changing the file properties. Only unblock assemblies that you trust. See http://go.microsoft.com/fwlink/?LinkId=179545 for more information.

 

Prism Explorer ships with the Prism v.2.2 assemblies in the zip. The security configuration of your O/S automatically blocks these assemblies.

 

1) In Windows Explorer go to the "Prism" folder which is parallel to the "Prism Explorer" folder
2) For each assembly (dll)
  a) Open the file properties dialog
  b) Notice the "Unblock" button
  c) Click it
  3) Return to Visual Studio
  4) Rebuild All (you can't just "Build" or else it will complain it can't download the Silverlight application)

 

If you don't see an "Unblock" button, perhaps you unzipped into a network drive.  You'll need to move the files to local storage.