Nice.
I've personally found using VS to debug Rotor quite painful, so much so that I use windbg almost exclusively now for my debugging with Rotor.
One observation - I don't think you make it clear about setting a breakpoint, e.g.
Press F11, you could catch a breakpoint
I would say something like: setting a breakpoint on a desired function(s) and/or statement(s) will break into the debugger when the attached process hits the code in question. Something like that anyway. Maybe make the screenshot show the breakpoint indicator as well to remove confusion.