Gallio has an annotation mechanism for associating errors, warnings and informational messages with code elements that make up tests. It is primarily used to tell the user when a test is malformed.
Naturally, the best way to present these annotations to the user is through integration with the IDE. Here is a screenshot of the Gallio plugin for ReSharper doing just that.
Above we see an error because a single method can't have both the [Test] and [SetUp] attributes applied to it at the same time. (Admittedly the error message here is a bit vague right now.)
What's cool is that we can inform the user about problems before the tests are even compiled!
Note: This feature will be in the upcoming Alpha 2 Update release soon along with a bunch of other improvements and bug fixes.