If you did not know… VS allows you to step into .Net framework code so as to allow you to track down those intractable bugs. (I think this feature has been around since VS 2008)
To enable this you need to first go to Tools –> Options –> and under Debugger Options, Disable “Enable Just My Code” and Enable “Enable .Net Framework source stepping”.
Next make sure that you have a Symbol server defined (in VS 2010, this is already provided).
That's it – you should only have to hit F5 and if everthing is working, you should see an EULA, after which you should be able to step into .Net framework code.
Note: Remember to turn off this option when you dont need to step into the .Net framework code, as loading symbols from the server can be a slow process.