SET QUOTED_IDENTIFIER issue
QUOTED_IDENTIFIER is a connect-specific setting.  You can see what sessions have it set through the sys.dm_exec_sessions DMV.

But if you are looking to set the default of the instance, you can configure this through sp_configure:

exec sys.sp_configure 'user options', 256
go
reconfigure with override
go


See this BOL reference on user options config.

To set this on the database level, you would do:

alter database YourDB
set quoted_identifier on
go


BOL reference

Within Visual Studio 2010, the option can be found under Properties -> Database.sqlsettings.  Below is a screenshot showing the option: