Sometimes it's useful to debug third party libraries without actually building them locally.  For instance with NHibernate.  This may seem trivial, but I actually don't do it very often; hence I'm writing it down here.

Right click the Solution in Visual Studio's solution explorer, select property pages.  Under common properties select debug source files.  Add the root source code folder to the list (subfolders seem to be automatically included).  Ensure the PDB for the assembly your are debugging is in the bin folder you are running from.  Visual Studio should step right into the third party library now.