which version of CB are you using ?
for testing purposes : create in CB a new console project (it will have a debug and release target), build that debug target and then put a breakpoint on the "hello world" line, and start the debugging. It should end up at that breakpoint.
Note that yesterdays build or latest svn (rev 3681 has a debug issue).
EDIT : that issue might be more present in the windows build ...
EDIT2 : in the simple console project I notices I could not put a breakpoint on the first line f the main function, so for testing put your breakpoint on the return line