cref is meant to refer to another member – a class, a method etc.
What would you expect it to link to in this case? In general, what do you want the overall effect to be?
According to this excellent XML doc guide, the <see> tag has an undocumented attribute langword:
<see langword="switch" />
Would that help you? It might be worth trying it just to see what it does.
If you just want to use a normal hyperlink, use href instead of cref:
<see href="http://msdn.microsoft.com/en-us/library/06tc147t.aspx">switch</see>