By default, Visual Assist opens a completion list when you type #include. If you wish to disable the functionality, change the value of IncludeDirectiveCompletionLists:
HKCU\Software\Whole Tomato\Visual Assist X\<IDE spec>\IncludeDirectiveCompletionLists = 00
Set the value to 01 to restore default behavior.
If you wish to disable also the #include completion of default IntelliSense, you must also adjust the respective setting in the options dialog of the IDE.