+3  A: 

Okay just remembered it's done automatically, errors appear as warnings in the "Error List" and are additionally underlined with the blue squiggle in the source file.

Not sure if there is another way to validate the file, but this will do for now.

Edward Wilde
As long as your xml schema is set to the schema file, it should validate it automatically and any error will be detected. You'll get the benefit of XML intellisense as well if you have a schema associated with the xml.
Jimmy Chandra
A: 

XmlSchemaValidator

Warning: It's not pretty to use.

Dan Blair
I should have clarified I wanted to use the IDE and not code.
Edward Wilde