Has someone else experienced this problem, and have you found a solution? I debug the episerver sites by attaching to the aspnet_wp process (using XP Pro). It then hits breakpoints as expected, but then funny things start to happen. I can step line-by line a few times, but then the debugger just "disconnects" and goes to the next breakpoint (if any). So to be sure I can debug line-by-line I have to set a breakpoint on every single line.
P.S. Yeah, I'm spamming the forum today :)
Are you running VS2008 SP1? Could it be related to this http://support.microsoft.com/kb/957912? This hotfix fixed my problem with debugging.