@Frinavale
One of a few things spring to mind:
1). You're hitting CTRL+F5 to build/run your application instead of just F5 - in which case it's not being run in the debugger but is spawning an outside process.
2). The browser you're looking at (if an ASP.NET application) isn't the debug instance but instead another instance. Right click your ASP.NET development server in the taskbar and close it. Close all your browser instances, run again.
3). Debugging is disabled - when you first run a web application it comes up with a dialog that suggests that debugging is disabled and asks you to enable it by pressing OK. You may have inadvertently clicked the wrong button. Check your web.config and that <compilation debug="true"> - by default this is false.
4). Your code isn't passing through the codeblock where your breakpoint is set. Since I know you're a decent programmer, I'm going to assume that this isn't the case ;)
5). I had a play with VS2008 to see if I could replicate the issue and couldn't...
I did find this though that may be of assistance:
http://stackoverflow.com/questions/6...8-stop-working
Hope that helps...