Workaround: Debugging Global.aspx.cs Application_Start() with ASP.Net Web Server within Visual Studio
When you add a global.asax file to your "Web Application Projects (WAPs) like below: and then write code in Application_Start event and try to debug it like below using Visual Studio inbuilt Development Web Server Then during your first debug the breakpoint is hit but during your subsequent debug runs the breakpoint is not hit. The reason behind this is that we do not kill the ASP.Net Web Server process after your every debug run and hence Application_Start() is not fired every time. There is a good reason why we do so... Starting ASP.Net Web Server process is an expensive task and in most of the scenarios recycling this process after every debug would adversely impact your performance... If you do not want to debug
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Read the complete post at http://blogs.msdn.com/webdevtools/archive/2007/12/13/workaround-debugging-global-aspx-cs-application-start-with-asp-net-web-server-within-visual-studio.aspx