I just implemented simple alpha-testing for the vegetation in my current project.
When I render the shadow map, I obviously need a pixel shader to discard the appropriate pixels, but I really only care about the depth buffer, so I just return zero from the shader. So now DirectX warns me that I use a pixel shader without any bound render targets. As the warning message says, that's not a problem since the data will simply be discarded.
Is there a way to handle this more elegantly? Or, more to the point, is there a way to keep DX from spamming the output window with warning messages that I know aren't a problem?