I have Windows 7 on x64. I have installed Visual Studio on top. Besides it is a 32 edition ( as the FF ), he does not know Edit and Continue (see http://blogs.msdn.com/b/rmbyers/archive/2009/06/8/anycpu-exes-are-usually-more-trouble-then-they-re-worth.aspx )
However, I did not expect that he does not know how to debug in Application_Start . Read and found this hack : http://blogs.msdn.com/b/webdevtools/archive/2007/12/13/workaround-debugging-global-aspx-cs-application-start-with-asp-net-web-server-within-visual-studio.aspx
However, this does not work as Edit and Continue does not work.
So, after thinking a bit, I have come to another hack . There are another server that comes with Visual Studio : Cassini. I do not use this , because there are many difficulties. However, for debugging Application_Start there is very convenient:
So Project, Properties and change from IIS:
That will be all. Works with WebForms and MVC.