unable to debug

I recently installed VB.net on a new pc running on WinXP. Everything works OK when I run the application. My only problem, big problem, is that I am unable to debug. I set breakpoints in my application, but the application doesnt breaks at those points. It just runs through the entire app. Do I need to specify within VB.net to debug? Do I need to turn something on so that I can Debug. This is very urgent to me.
Any help is greatly appreciated!
Thanks

The project build needs to be set to "Debug" not "Release" - see the drop down box in the top frame

ok I checked that... i think i found the problem but dont know how to permanently fix it. When the application is running, I go into Debug Processes and attach aspnet_wp.exe to the app. From that point on, my breakpoints and debugging work. So everytime i run the app, i have to do this. Is there any way to attach the process permanently to the application?