Avoiding it is probably a bad idea, after all the Break() instruction is encountered. And thinking about it now it makes sense. However, a better dialog text would be welcome, but I guess I should consult Microsoft on that. Unless you want to hook Break() (which is not that hard, you don't need to remove it with instrumention, just attach a dummy debugger, which will then automatically be called, which then shows an NCrunch-style dialog). But I can imagine you have bigger fish to fry ;)
EDIT: a good workaround (in case a break is needed) would be to use Debugger.Launch(), which launches the dialog box with available debuggers, which is much clearer.