Is it impossible to test Silverlight inside Visual Studio when calling Webclient?

Since it generates a security exception How do I load an xml file in XDocument in Silverlight?, does it mean it's impossible to test Silverlight on Visual Studio when calling Webclient ?

I want to call a Rest webse开发者_运维百科rvice which returns XML from a PHP or Java server not a Microsoft webservice.

My question is about inside Visual Studio not after putting the code on IIS. The Knowledge base above does only tell how for IIS not for Visual Studio localhost.