VS Beta 2 has shipped. The MDbg binaries are now included in the beta 2 sdk. (Kudos to Rick for this) We have not yet shipped the corresponding source or updating the existing sample for the correpsonding source. We'll try to do those soon.
One other caveat is that the original Mdbg is meant for Beta 1 and doesn't compile against Beta 2. This was because we added some new classes (regarding the symbol store) to mscorlib in Beta1, shipped Mdbg depending on those classes, and then realized those classes shouldn't be in mscorlib afterall, and then removed them for mscorlib beta 2 and into Mdbg.