In 2008r2 this is typically: C:\Program Files (x86)\Microsoft SQL Server\100\Tools\Binn\VSShell\Common7\IDE\Ssms.exe
Step 3: Disable PInvokeStackImbalance exceptions
SSMS raises lots of PInvokeStackImbalance exceptions which you want to ignore. Open the Debug Exceptions window with Ctrl+Alt+D and use the Find command to locate PInvokeStackImbalance. Once you have found it, untick the Thrown checkbox.
Step 4: Set a break point
Set a break point on the first line of your OnLoad function in the class that implements ISsmsAddin. Now
Now press F5 to start debugging.