I use VS2010. In my test project I have a folder named \"MessageInstances\" and in that folder there is a subfolder \"GET_ACTIVITY\", inside that folder there are xml files.
Some my colleagues experienced the similar problem with ReSharper MS test runner.
The bug was specific for ReSharper 7.1 and has been fixed in current 7.1.1.
See http://youtrack.jetbrains.com/issue/RSRP-335233#tab=Comment