In Visual Sudio, debugging a dll requires an application that uses this dll. You tell Visual Studio to start that application to debug your dll. This is a general rule. AutoCAD may have a different method which I am not aware of. Therefore, it may or may not be the cause of your problem.
Actually, I e-mailed an instructor that I had at AU and he let me know what was going on...I forgot to add in my original post about having .Net Framework 1.1 and 2.0...I had to go into the acad.exe.config file (which is an XML document in the same folder as acad.exe) and un-comment a line...Below is what it should look like...Thanks for the help though...I hope this helps anyone using VS 2003 while having the Framework 2.0...
Try to set your project debug startup options to launch AutoCAD, you can simply start debugging in AutoCAD by hitting F5. I've had the same problem when I was trying to attach to acad.exe process. Also uninstall .net framework 2.0 if you have it installed