Hi Raj,

To debug the Store module, please read this post and follow all my advices if you want to save times. Use the last Store version 3 instead 2.x and DNN 4.6.2 instead 4.4.1. You should be able to debug the Store module by pressing the F5 key! :-)
To debug DNN, it depends of your needs. Normally, you should NEVER modify DNN because you could no longer upgrade with future versions! When a security breach is discovered, the Security Team patch them and a new release is published. This is why it's NOT a good idea to modify DNN!
On the other hand, several parts of DNN can be modified without modify the core of DNN because the provider model is used (Caching, Search Engine, HTML Editor and so on). Please look in the web.config file for details.
What you have to understand is than DNN is just a classic ASP.NET application using the DNN API and a DNN module is a classic user control who inherit from PortalModuleBase instead UserControl. If something can be done inside DNN, you can do the same inside your module using the DNN API (DotNetNuke.dll). You can found several books on Amazon (or other) to learn how to develop with DNN. Please ask in this forum for help about DNN development, another source of informations is the Wiki.
Different ways can be used to create a module like: Web Site Project (Text/HTML module), Web Application Project (Store module), Razor (need to install the Razor Host module), SilverLight (look at the Michael Washington website).
For the Store module I use DNN WITH sources because the symbol files was not available for older versions (4.x), this allow you to debug DNN at the same time. If you use a recent DNN version (5.x or 6.x), you can install DNN WITHOUT sources and install the corresponding symbol files available at Codeplex to do the same. Whatever the model you choose, DNN WITH sources is NEVER required!
The Store module use the provider model for Taxes, Shipping, Payment Gateways, ... This allow you to extend the Store module WITHOUT modify the source code AND to upgrade with future versions.

Gilles

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Thank you Gilles. Your post is very informative and useful. Will follow your instructions.