Thanks to Jon Box for figuring out this problem that we encountered during our workshop in Memphis. Users have a problem trying to attach the remote debugger to a running process. David Kline has published a work-around a while ago and it still applies to Visual Studio 2008. Read the full fix instructions here :  http://blogs.msdn.com/mobilitymetro/default.aspx

but essentially:

  1. Start the Remote Registry Editor
  2. Connect to your device
  3. Enable attach to process support
    • In the left hand pane, expand the device
    • Expand HKEY_LOCAL_MACHINE
    • Expand SOFTWARE
    • Expand Microsoft
    • Expand .NETCompactFramework
    • Expand Managed Debugger
      If this key does not exist, you will need to create it
      • Right click on .NETCompactFramework
      • Select New > Key
      • Type "Managed Debugger" (without quotes)
      • Click Ok
    • Set the value of AttachEnabled to 1
      If this value does not exist, you will need to create it
      • Right click on Managed Debugger
      • Select New > DWORD Value
      • Set the Name to AttachEnabled
      • Set the value to 1
      • Click OK