How to set a breakpoint in a ASP.NET MVC 2 view?

I am trying to put a breakpoint in the code of a View in a ASP.NET MVC 2 project but Visual Studio complains that:

"This is not a valid location for a breakpoint"

I have tried multiple ways to it (the "mouse way, F9, using the menu option). I am using Win开发者_运维问答2008 and running the site in IIS7.

Slandau's answer shows how to turn on compilation - a great start. Now, if only debugging would work!

If you use the Razor view engine, you can be easy to set the break point and it works.