Make Visual Studio to show All Compile Errors!

You don't mention what language you're using [1] but there is no hidden setting that hides errors per-se, other than the compiler giving up after it has encountered an excessive number of issues (at least for Visual C++ [2]).

The trouble with (Visual) C++ [2] is that simple mistakes like missing braces and parenthesis, or unmatched #include guards, etc. causes a cascading set of failures that can be overwhelming causing a torrent of errors that means your tiny mistake is like the proverbial needle in a haystack. Hence the compiler can decide that it's best for both of you if it just stops early rather than fill your console or disk with error messages.

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[1] They hadn't at the time I answered the question.

[2] back in 2010 when the question was asked.

Update: while this answer is probably totally irrelevant 10 years later I'm leaving it in place for historical reasons. I have edited it to hopefully better show my original intent, which was to suggest that the tool, not the programmer is at fault. I apologise if the sarcasm in my answer was misinterpreted and any offence was caused.

For Visual Studio 2015, there is a setting for C# and Basic, Tools->Options->Text Editor->Lang->Advanced: Enable full solution analysis.

https://msdn.microsoft.com/en-us/library/mt709421.aspx?f=255&MSPPError=-2147217396