To debug into your C++ DLL you need to enable mixed mode debugging on the startup application in your solution.
- Right click on project -> Properties
- Go to Debug Tab
- Check “Enable unmanaged code debugging”
This will allow you to debug into native code for an F5 style scenario. If you want to enable it for attaching to the process then do the following in the “Attach to Process” Dialog
- Select the process to debug
- Click on the “Select …” button above the process list
- Click “Debug these code types”
- Check both Managed and Native