I get the following dialog box when I try to attach VS2008 debugger to a windows service. I googled it and tried a lot, but nothing worked.

And then checked the “Project build configuration”, it is set to the following mode. I changed it to Debug then tried, but 🙁

Seems like that service is built in Release (ie no debug info, but optimized for performance) instead of Debug, so there you go..can’t attach a debugger to the process.
EDIT
Also, make sure that in the Debug configuration of the project you have the Define DEBUG constant check, and under the Advanced (C# environment, there is a button at the bottom of the Project Properties – Build Page) you have the Debug Info of the Output set to “Full”.