When developing and debugging using Visual Studio 2005 you might end up not being able to debug. Instead of a filled red dot you get a non filled dot and it says "The breakpoint will not currently be hit. No symbols loaded for this document."
For me the solution has sometimes been to right click on the project in the Solution Explorer and go to Properties>Compile>Advanced Compile Options...>Generate debug info: Set the value to Full. Make sure the Configuration is the correct one as well.
Another solution can be that the active solution configuration does not include the project to build that you have the breakpoint in or the StartUp Project is not the correct one.