Since its introduction in Visual Studio 2005 I got kind of used to it.
But when I started using Visual Studio 2008 the feature failed to work properly.

So I waited (as Ira Lukhezo did) until Microsoft fixed the problem. Check his post.

You will need to install Visual Studio 2008 SP1 and follow some updated tutorial (which seems no longer available but can be retrieved through google's cache from here).

When using it extensively it turns out to be a pain in the ass ...   So I decided to share how I resolved this issue.   First I took a look into the Tools>Options menu but found nada so I asked myself what can be done?   A MACRO!   So I simply had to find out how to break (1^st line) and then how to prompt to the last document (2^nd line).

So now we need this macro to be called when we pause.

• Open up the "Macro explorer" from the Tools>Macro menu.

• Create a macro and copy-paste the code above.
  

• Save.

• Go in the toolbar customization and a button with this macro.

• Draw a nice icon for your button.

• Enjoy!
  

If you know a better way let me know.

Just wanted to share the description of some pointer values you may encounter while debugging in Visual Studio.

0xc0000005 - Access violation exception (http://www.updatexp.com/0xC0000005.html)
0xcccccccc - Uninitialized locals in Visual Studio 6 using flag /GZ
0xcdcdcdcd - Created but was not initialized yet
0xdddddddd - Deleted (Object created on stack but release because out of scope)
0xfeeefeee - Freed memory from heap manager (Ex.: mem_free was called)
0xabababab - Memory following a block allocated by LocalAlloc()

If you have any other values to share with us feel free to submit a comment with that value and description.