When you build the VB DLL, go to the project properties, Compile tab and
select "No Optimization" and "Create Symbolic Debug Info" then build the
DLL. Then when you run VC, you can set break points (open up the VB file in
VC for this) and/or step into the VB code. On the VC side (at least in VC
6), I think you need to have the Options | Debug options OLE RPC debugging
enabled, too.