I figured out a way to get the Visual Studio debugger to work for me and from what you've said, it seems I should be able to get RemedyBG to work also.
Basically, I have a secondary program that my program lives within and as such I have to attach the debugger to this secondary program in order to debug my code.
Obviously I can't possibly manually attach VS to the secondary program quickly enough for the breakpoint at the start-up code to be hit, the program execution will already have executed that code long ago.
In Visual Studio, I just found out that there's a property called "Command" in the project "Configuration Properties -> Debugging" window which can be changed to the secondary programs executable and then I can use the start button in VS and it will start the secondary program with VS attached and that lets the breakpoint at the start-up code get hit.
I appreciate your help :)