A flaw in Visual Studio

It's surely not a big deal, but I found annoying the way VS open a project from the web if you ask this option.

I like it a lot, because it let me change something quickly if something goes wrong.

But I would like to see VS requesting my username and password BEFORE showing the list of files in the web project and not AFTER.

In terms of security, it's not really nice that you can browse the web folder, seeing every files.
Of course you can't open anything, but for an ecommerce I suppose it's not really a good practice.

Someone from Microsoft listening the song of my request ? ;-)