I use OutputDebugString() API function in these situations, which sends the output to this external debugger(No installation needed, just unzip). The function wrapper below would cover both printing in the IDE and the EXE:

VB Code:
  1. Public Declare Sub OutputDebugString Lib "kernel32" Alias "OutputDebugStringA" (ByVal lpOutputString As String)
  2.  
  3. Public Sub DebugPrint(ByRef s As String)
  4.     Debug.Print s
  5.     OutputDebugString s & vbCrLf
  6. End Sub
The only drawback is that it doesn't support Print syntax, so you can't use ",;"