My problem is ocurred at data access layer. The code is auto generated by visual studio 2005. I have to disable the "Just My Code" option.

How to disable "Just My Code"

In visual studio 2005, Click Tools--> Options-->Debugging-->General-->Enable Just My Code (Uncheck this option)

when Just my Code is enabled, IDE would only break at user own code, however system generated code is exclusived from debug mode.