Can I “auto-reconcile” in a gated TFS 2010 Checkin?

Question

I'm setting up a project to use TFS on a server that I've configured, and I've opted to use a gated checkin policy. With this in place, I have the following sequence of steps when I check in code:

1. Perform a checkin.
2. Opt to "preserve my pending changes locally".
3. Click "Build Changes".
4. Wait while the build goes on and eventually succeeds.
5. Click to another tab or do something in Visual Studio.
6. See in the taskbar that a message asking me to "Reconcile" or "Ignore" has popped up, but behind Visual Studio (most of the time, this message never comes up until I start navigating away from the Build Explorer, no matter how long I wait)

First off, the fact that this doesn't happen until I interact with Visual Studio and then it hides the message from me is weird and kind of annoying, but one problem at a time. More importantly, what I'm wondering is whether I can somehow tell TFS/Visual Studio that I always want to reconcile. What I'm looking for would be the equivalent of this message box having a checkbox that says "remember my choice", and me checking it. As I see it, I always want to reconcile the shelved and now checked in changes with my local repository, so I'd prefer not to have to hassle with bringing up this message and answering it.

Is this possible? If it is somehow possible, is it a bad idea for some reason? (I'm new to this, so please tell me if there's a good reason for me to have to pick every time)