Attach to an already running managed process on device

1. On the Windows Start menu, point to All Programs, point to Microsoft Visual Studio 2008, point to Visual Studio Remote Tools, and then click Remote Registry Editor.

2. Using the Remote Registry Editor, connect to the device.

3. Navigate to or create the following key: HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\.NETCompactFramework\Managed Debugger

4. Set or create a DWORD value named AttachEnabled.

5. Set the data for the value at 1.

摘自：http://msdn.microsoft.com/en-us/library/b1ksfbk7(v=vs.90).aspx