Display exception information and Debug.Print() messages in Immediate Window

A friend of mine claims that calls to Debug.Print() as well as first-chance exception notifications appear in the Immediate Window for him. I found this surprising; for me they only appear in the Output Window.

MSDN claims (here) that you can implicitly enable them in the Immediate Window by explicitly disabling them in the Output Window. But that doesn't work for me; the messages are not sho开发者_如何学JAVAwn in either window if I disable this. The Immediate Window remains empty.

How do I get the Immediate Window to display this information?

in VS2008 and in VS2015 (did not check 2010 or 2013, but they are likely the same)

Tools -> Options -> Debugging -> Redirect all Out Window text to the Immediate Window

There's a setting that will redirect all output to the immediate window. Tools > Options > Debugging > Redirect all Output Window text to the Immediate Window.