The problem is you probably set your test app as the startup project which means the debugger will attach to that process, however it will not automatically attach to ASP.NET's process. You need to explicitly attach to the process by going to Debug -> Processes -> Find and double click aspnet_wp.exe -> Make sure Common Language Runtime is checked off and hit ok.

Now you're debugging both processes and should get the exact debugging experience you're expecting.

HTH,
Drew