One Visual Studio 2005 solution contains a C# project and C++ ATL DLL
project.  The DLL compiles fine, gets registered automatically, gets
referenced correctly when the C# program compiles, and gets called correctly
during execution.  So far, so good.

During execution of the DLL, a call to the ATL/MFC shared library method
CImage::Create returns FALSE.[*]  So I tried to set a breakpoint before the
call.

When not executing, Visual Studio displays a brown dot saying that the
breakpoint is valid.  When executing, Visual Studio displays a mostly
transparent dot with an exclamation mark saying that the breakpoint is not
valid.  I can right-click the dot and set an option for the "place" of the
breakpoint, but it doesn't matter.  The breakpoint never gets hit.

When I add and remove calls to the Win32 API MessageBox, they get executed
correctly.  So the DLL is getting recompiled properly and executed properly,
only the breaker is broken.

Does anyone know how to get breakpoints working?

[* I don't need help with this failure at this moment.  I only need help
with getting breakpoints working.]