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 VS2008