Hi joel,
thank you for your feedback.
Excel is installed on the same machine where I develop, and I can perfectly
run the add-in, in debug mode with Visual Studio.
The problem is that I do not have PDB files (or symbol files) for EXCEL.EXE,
which would give me more debugging capabilities.
Normally, these can be obtained from
http://msdl.microsoft.com/download/symbols , but Excel 2010 's symbol files
are not downloaded from that location.

Is anyone aware where these symbol files can be downloaded from?