What is the meaning of this ?
I am building the project in debug mode and want to do debugging .

Well my programs layout is like this :
libraries in c/c++ (.lib files) ----> ATL COM DLL ---> VB Client
I am putting the break point from ATL COM project in the C/C++ library
source code ( which are build in debug mode) , while I have added the VB
client 's .exe file in the project setting debug box.

Thanks in advance

VC de{*filter*} has to resolve the source locations of the break points before
starting the debug session. In case that fails, it will disable the break
points will stop at beginning of the program.

Add the dll of the source to project settings debug box and try. This should
work. Otherwise the work around would be this..

In ur VC code wherever u want to debug use DebugBreak statements. While
running ur application if DebugBreak occurs, u will be shown a message box
as if the application crashed. And if u choose cancel, it will take u to the
code where u used debugbreak. U can proceed with ur debugging.

Try it. I am not sure if that will help u or not.
Ragu