You can create a post build event that removes the .licx file for you. We've dealt with this annoyance on our team, and aside from manually excluding or deleting it, the post build event is your best bet. Every time you open a Windows Form, the file will be added again if that form is referencing or using any of the 3rd party .dlls.
You can specify the pre and post build events via console or by right clicking on the project and selecting Properties -> Build Events. Hope this helps.