Most of my recent posts have been about new features in VS 2010. This post is going to show you how to debug your custom rules. This applies to VS 2005, VS 2008 and VS 2010.
This shows you how to debug web tests rules/plugins. But the same applies to load test plugins. The load test editor play button is also a split button. So just place your break point in the load test plug-in and choose debug test instead of play test.
I hope this helps in debugging your custom rules.