How to get the FxCop custom dictionary to work?

If you use it inside Visual Studio…

From Visual Studio Code Analysis Team Blog

To add a custom dictionary to a C# and
Visual Basic project is simple:

1. In Solution Explorer, right-click on the project and choose Add -> New
   Item…
2. Under Templates, select XML File, enter a name for the dictionary, such
   as CodeAnalysisDictionary.xml and
   click Add
3. In Solution Explorer, right-click on the XML file and choose Properties
4. In the Properties tool window, under Build Action choose
   CodeAnalysisDictionary
5. In Solution Explorer, double-click on the newly created dictionary to
   open it

6. In the XML editor, paste the following, replacing “productname” and
   “companyname” with your team’s
   equivalents:

   <Dictionary>
        <Words>
           <Recognized>
               <Word>"productname"</Word>
               <Word>"companyname"</Word>
           </Recognized>
       </Words>
   </Dictionary>
   

You are now ready to start entering
your own custom words. Simply add a
new element for each word in
your project that does not exist in
the dictionary. Each word is
case-insensitive, so any casing of the
word will be recognized. Code Analysis
will automatically pick up the custom
dictionary the next time it is run.