Otherwise you will possibly get a TypeLoadException when the attribute is instantiated (and you absolutely definitely will if you use any other types that are in the same assembly, e.g. a custom enumeration). See the following for details.
https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=297627
(Note that this issue was resolved as fixed, with the fix indicating that the docs should be updated with this info. It's a year later and they haven't been, so I've done it for them.)