For the last few weeks we have had reports of stepping issues caused by people installing VS 2008 SP1.  You can see our acknowledgement of this issue here:

The symptoms are that while managed debugging some step commands do not complete as expected, and some breakpoints may be missed if running on hyperthreaded, multi-core or multi-proc hardware. We finally got to the root cause, and I'm glad to announce that we have now made a fix available for this issue.  You can grab that here: