Have you tried copying the schema file to the XML Schema Caching folder for VS? You can find the location of that folder by looking at VS Tools/Options/Test Editor/XML/Miscellaneous. Unfortunately, i don't know where's the schema file for the MS Enterprise Library 4.0.
Update: After installing MS Enterprise Library, it seems there's no .xsd file. However, there's a tool for editing the configuration - EntLibConfig.exe, which you can use to edit the configuration files. Also, if you add the proper config sections to your config file, VS should be able to parse the config file properly. (EntLibConfig will add these for you, or you can add them yourself). Here's an example for the loggingConfiguration section:
<configSections>
<section name="loggingConfiguration" type="Microsoft.Practices.EnterpriseLibrary.Logging.Configuration.LoggingSettings, Microsoft.Practices.EnterpriseLibrary.Logging, Version=4.0.0.0, Culture=neutral, PublicKeyToken=31bf3856ad364e35" />
</configSections>
You also need to add a reference to the appropriate assembly in your project.