IE 8 has a feature called Loosely-Coupled Internet Explorer (LCIE) which results in IE running across multiple processes. So older versions (Visual Studio 2003 or older) of the Visual Studio Debugger get confused by this and cannot figure out how which process is the right one to attach itself to. You can work around this by disabling the process growth feature of LCIE. Here’s how:

1. Open registry editor by clicking on the Start button, Run, type in regedit, and press enter
2. Browse to HKEY_LOCAL_MACHINE -> SOFTWARE -> Microsoft -> Internet Explorer -> Main
3. Add a dword under this key called TabProcGrowth
4. Set TabProcGrowth to 0