Last October, Microsoft promised the release of source code for .NET developers to download and browse the .NET Framework and hence debug their applications built on top of the framework more easily.
Previously, when debugging .NET code, only the granularity of a method call or object instantiation was available. Now the call stack can load the symbols to let you step into the .NET code for almost all the .NET classes and methods in your application. This ability is only available for Visual Studio 2008 users.
To get started, either download and install the symbols directly from Microsoft (location to be announced), or enable automatic symbol download from Microsoft by providing the http location within the Options dialog as shown below:
It is now possible to debug .NET applications much further than was previously possible.
However not all the namespaces of the .NET Framework are available to debug in this way, and the .NET Compact Framework still isn’t (at all). So there’s still plenty of work to do. So thankyou, .NET Framework team, and keep up the good work!
Thank you to Richard D for the heads up on this news 
Sources:
http://weblogs.asp.net/scottgu/archive/2008/01/16/net-framework-library-source-code-now-available.aspx
http://weblogs.asp.net/scottgu/archive/2007/10/03/releasing-the-source-code-for-the-net-framework-libraries.aspx
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