Kent,
I do have debugging working with F5. Here is would I do it ... but there is a bit of a trick.
First, read this blog post be Joe Brinkman.
http://blog.theaccidentalgeek.com/pos...
What he describes is a post build action that copies the build results to the appropriate locations on your test environment. It also deletes the Web.Config from your solution directory so no problems will exist. You will need to add the post build script to your project. (that's the trick by the way!)
I typically develop my modules in stand-alone directories and only have a reference to DotNetNuke. I do not develop in a DesktopModule\mymodule directory.
I then tell VS2008 to use a start URL of my test site's default.aspx - I also tell VS2008 to use Custom Web Server (Chris Hammond's idea of creating a domain in the Host file may allow me to use IIS explicitly -- haven't test that yet).
I typically will do a build then hit F5 (F5 alone when it is a trivial change).
At this point if you have any break point specified, you should stop on them without issue.
Of course this suggestion comes with the typically bailout of -- works on my systems.
Give it a try,
Paul.