SkipExternals allows you to skip dependant requests that are not in your domain. You have to specify the inclueded domain as a contextParameter

SkipExternals.cs

using System;
using System.Collections.Generic;
using Microsoft.VisualStudio.TestTools.WebTesting;

namespace IntegrationTests
{
    public class SkipExternals : WebTestRequestPlugin
    {
        public override void PostRequest(object sender, PostRequestEventArgs e)
        {
            SkipExternalsUrls(e);
        }

        private void SkipExternalsUrls(PostRequestEventArgs e)
        {
            Uri baseUri = new Uri((string)e.WebTest.Context["targetServer"]);
            List<WebTestRequest> toRemove = new List<WebTestRequest>();
            foreach (WebTestRequest r in e.Request.DependentRequests)
            {
                Uri currentUri = new Uri(r.Url);
                if (baseUri.DnsSafeHost != currentUri.DnsSafeHost)
                {
                    toRemove.Add(r);
                }
            }

            foreach (WebTestRequest wtr in toRemove)
            {
                e.Request.DependentRequests.Remove(wtr);
            }

        }
    }
}