Thanks for responses.

I did find what I was looking for:

In VS08 Solution explorer, set a break point on any top level bind (let, etc) in the last .fs file listed in the Explorer for the project. Then, F5 -> voila, debug heaven.

To get the desired file last, you can right click on any file in the Solution Explorer and Move Up/Move Down.

By the way, if this doesn't seem to work, look at the fsproj file and make sure the Item Group references your source files with a Compile element rather than a None element.

See Robert Pickering's post for explanation of F# entry points.

See this blog entry for Brian MacNamara's notes on F# IDE features.

There's always one way: do not use DLL target, but console app instead. This does not prevent an ability to use output file as DLL.

Make a console application that calls some library code (or unit tests, something executable), set a breakpoint, debug. Identical to C# or VB  actually. Not sure what you mean by "more direct".Don't think you can debug script code, it's compiled in some magic assembly somewhere that is hard to reach from the debugger. Please correct me if I'm wrong.