This is a footnote on this topic. There is no SDK with frameworks later than 2.0, which previously provided the sought debugging capability. However, that capability is now included in the Windows SDK. In particular, under the Start menu this SDK provides Debugging tools for Windows, including WinDbg. WinDbg will present a GUI and one of the options is "Attach to a process . . .". I have not pursued this beyond this point but it looks like this probably provides an alternative to starting debugging under VS Express, if anyone is interested.
See also Yahoo group about applying RE.