How to debug a stored procedure with in Visual studio 2005

Hi,
I am trying to debug a stored procedure with in my application.
What I did to do so:

Create a connection in server explorer
Select the stored procedure
Apply break points to the stored procedure
Apply break points to my code, where I am calling this stored procedure.

Now I am getting the following error message with in the stored procedure.
"The break point will currently be hit. Unable to bind SQL breakpoint at this time. object containing the break point not loaded"
and the following message in the OUT PUT window of IDE.
The program '[3012] WebDev.WebServer.EXE: Managed' has exited with code 0 (0x0).
The program '[3012] WebDev.WebServer.EXE: T-SQL' has exited with code 0 (0x0).

Pls, help me to sort out this issue.
I want to debug my stored procedure.

Thanks in advance,

Junior