Problem with accessing ASMX Web Services with Silverlight

Dear All,
  I needed to use a web service in order to get some data for my Silverlight application and I found that using an ASMX web service with Silverlight could be quite easy.I have added reference to my silverlight application,when I compile the my code I am getting a warning  Could not locate cross-domain policy at 'http://test.com': Web services might not be accessible at runtime by your Silverlight application. For more details please contact the web server administrator or press F1 after selecting this .
Can any one please suggest do I need to change some setting so that  my web application can run fine.

Thanks,