Debugging in VS 2010 Express is simple.
(For either C#, or VB.NET)
Open the IDE, and crate a new project
Add AcDb.dll, and AcDbMgd.dll references (set both 'copy local' = False)
Save the project, and close IDE
In Windows Explorer, navigate to your saved project, and open the respective *.csproj, or *.vbproj file with Notepad
Now, add this code:
Snippet from <
SomeFile>.vbproj:
...
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<StartAction>Program</StartAction>
<StartProgram>C:\<FilePath>\acad.exe</StartProgram>
...
</PropertyGroup>
...
Save the file
Reopen in IDE, and Debug at will (provided you've targeted the right NET framework)
** Note - you may need to modify a copy of acad.exe.config for breakpoints to be recognized.
Hope this helps!