No debugger working with SilverLight 4 OOB (Out of Browser) app

Question

When I try to use the VS 2010 (Ultimate) debugger on a SL4 OOB application I get this message:

"No Source Available"
No symbols are loaded for any call stack frame. The source code cannot be displayed.

To investigate further, try one of these options:
Browse to find Source (greyed out)
Show Disassembly (if I click on that it comes up with a screen saying "No disassembly available."
Call stack location: (followed by empty space)

What am I missing in order to get VS 2010 to be able to debug a SL4 4 OOB app?

Answer 1

It turns out that it had finished executing and had "nothing to show." This was rather frustrating for someone "new to Visual Studio / Silverlight". Once I put a breakpoint at the startup routine I could step through and do normal debugging of the app.