more than one entry point defined, so which Main to delete?

I am going through the book "Illustrated WPF" in order to learn more about WPF.  In one of the examples, I get the above error.  I found out why it was happening and fixed it so that the program works now.  However, I am unsure whether or not I got rid of the right Main.  To further clarify, I input the following code from the book into VS2010:

namespace WpfEventHandling
{
    /// <summary>
    /// Interaction logic for MyWindow.xaml
    /// </summary>
    public partial class MyWindow : Window
    {
        public MyWindow() //create constructor
        {
            Width = 300; //set width property
            Height = 200; //set height property
            Title = "My Program Window"; //set Title property
            Content = "This application handles the Startup event"; //set content property
        }
    }
    public class Program
    {
        static void App_Startup(object sender, StartupEventArgs args) //App_Startup is the startup event handler
        {
            MessageBox.Show("The application is starting.", "Starting Message");
        }

        [STAThread]
        static void Main()
        {
            MyWindow win = new MyWindow(); //create MainWindow object

            Application app = new Application(); //create new Application object

            //adds the handler to the event
            app.Startup += App_Startup; //app.Startup is the event; App_Startup is the handler
            app.Run(win);  //run the win object
        }
    }
}

When I ran it I received the following error:

Error    1    Program 'C:\Users\***\Desktop\WPF\WpfEventHandling\WpfEventHandling\obj\x86\Debug\WpfEventHandling.exe' has more than one entry point defined: 'WpfEventHandling.Program.Main()'.  Compile with /main to specify the type that contains the entry point.    C:\Users\***\Desktop\WPF\WpfEventHandling\WpfEventHandling\MyWindow.xaml.cs    38    21    WpfEventHandling

I found where the second Main() method was.  It had been auto-generated in the App.g.cs file.  So I commented that section of the code out. However, after I did that and rebuilt the program, I was given a warning telling me that making changes to that file can cause problems.

I went ahead and did it anyway just to see what would happen.  The program works fine.  After all that long-windedness, my question is, was that the proper way to have handled the situation or should I have commented out the Main method in the  MyWindow.xaml.cs file and input the required Main method code into the Main method of the App.g.cs file?