If you'd like to know the "why" as well as the"how" to fix debugging VS.NET debugging problems this MSDN Patterns & Practices book chapter makes for an interesting read:

Production Debugging for .NET Framework Applications

"Summary: This chapter describes how to approach debugging when ASP.NET fails to respond to browser requests. Causes may include a long-running request, or threads that deadlock or contend for a resource. Focusing on the latter, a walkthrough shows how to debug in a scenario with some controls that wait on a shared event. To set the scene, "ASP.NET Thread Pools" discusses .NET threading, the common language runtime thread pool, and how ASP.NET uses the thread pool. After the WinDbg walkthrough, there is an example that uses the Microsoft® Visual Studio® .NET debugger. For information about using CorDbg, see the Appendix."

Thanks to Yosi for the link.

Another, more "practical" guide to common VS.NET debugger problems can be found here.