Project file with just files and no built output

I don't know of a way to suppress the creation of the .dll file. BUT... here's an easy workaround. In the project properties, Build Events tab, write a Post-build event command line that will delete the file. Something like:

del path\filename.dll

Expanding on Scott's answer:

1. Create a new project of type Empty project
2. In Properties->Application, change Output type to Class Library
3. In Properties->Build->Advanced, change Debug Info to None
4. In Properties->Build Events, set the Post-build event command line to del $(TargetPath)

That way, the project creates only a DLL, which gets deleted. At the same time, the "copy to output directory" settings on your data files is respected.