In the past, perhaps versions of Visual Studio prior to the 2008 that I am using now, I would do something like this in my VB.NET code:
System.Diagnostics.Debug.WriteLine("Message")
..and the output would go to the output window.
Now it doesn't. Something must first apparently be enabled.
If this involves "attaching a debugger", please explain how to do it. It seems to me that it should just work without too much of a fuss.
Here's a video explaining the issue in real time and showing you all my settings:
http://screencast.com/t/YQnPb0mJcs
I'm using Visual Studio 2008.