The problem seems to be more complicated than I supposed before. Your sample is working as you described, but if you remove double quote characters, you will see the problem. Also the problem appears in this more complicated sample:
using System;
using System.Collections.Generic;
using System.Linq;
using System.Linq.Xml;
using System.Windows.Forms;
namespace Sample
{
    static class Program
    {
        /// <summary>
        /// The main entry point for the application.
        /// </summary>
        [STAThread]
        static void Main()
        {
            var aaa = new XElement( @"alalalala hahahaha)" );
        }
    }
}
VS2008 SP1, C#
VA_X.dll file version 10.5.1738.0  built 2009.10.01
Licensed to:
  VA X: [email protected] (1-user license) Support ends 2009.10.28
DevEnv.exe version 9.0.30729.1
msenv.dll version 9.0.30729.1
Font: Courier New 12(Pixels)
Comctl32.dll version 6.10.7600.16385
Windows 7 6.1 Build 7600 
2 processors (x86-64;
 WOW64)
Platform: Win32
Stable Includes:
c:\\Program Files (x86)\\Microsoft Visual Studio 9.0\\VC\\include;
c:\\Program Files (x86)\\Microsoft Visual Studio 9.0\\VC\\atlmfc\\include;
C:\\Program Files\\Microsoft SDKs\\Windows\\v6.0A\\include;
C:\\Program Files\\Microsoft SDKs\\Windows\\v6.0A\\include;
Other Includes:
Stable Source Directories:
c:\\Program Files (x86)\\Microsoft Visual Studio 9.0\\VC\\atlmfc\\src\\mfc;
c:\\Program Files (x86)\\Microsoft Visual Studio 9.0\\VC\\atlmfc\\src\\mfcm;
c:\\Program Files (x86)\\Microsoft Visual Studio 9.0\\VC\\atlmfc\\src\\atl;
c:\\Program Files (x86)\\Microsoft Visual Studio 9.0\\VC\\crt\\src;