I found this PDF quite helpful in explaining the basics of Visual Studio Debugger, so I will think other VS newbies will also find it a good start too.
http://webpages.uncc.edu/~rguzzo/Deb...l%20Studio.pdf
And here is the .html version of the above PDF, without the diagrams(which you will need to see what is being discussed).
http://209.85.175.132/search?q=cache...lnk&cd=1&gl=au