Based on the discussion here I decided to use the CDATA
to encapsulate my URLs like so:
''' <remarks>
''' <![CDATA[
''' http://forums.esri.com/Thread.asp?c=93&f=992&t=194920#580036
''' http://forums.esri.com/Thread.asp?c=93&f=992&t=155005#452664
''' ]]>
''' </remarks>
Seems to work to allow the links to work properly and also to not trip the Visual Studio warning.