can't debug...help?

Hi I am writing something w/directx, in fullscreen, and when I try and debug ("run to cursor" option), it just freezes. I''m not sure what the problem is, but it is very inconvienient to write code without the debugger...when I write in openGL it lets me switch between the app and the debugger, are any of you able to do it w/directx, and if so, how? Thanks, --Chezni