Normally this mean the logical path(s) of the program will not hit that breakpoint. If this is the case,

try putting the breakpoint right at the start of the program. e.g. Main()

It sounds like the symbols you have are not lining up with the binaries
you're generating. Do the following:

1. Verify that you are in debug mode and not release mode.
2. Verify that the timestamp of the .pdb file is the same as the .dll or
.exe that you're generating. If they are not, remove all of the binaries
and recompile your entire solution.
3. If the additional assemblies you are trying to debug are not part of
your solution (i.e. other projects), go under the properties for the
solution and be sure to include the "Debug Source Files" and "Debug
Symbol Files" locations of the additional assemblies you're trying to debug.