I used to be able to debug using Visual C# Express 2010 with no problem before. However, since I’ve opened my project using MonoDevelop (to port it under MacOS), I can’t seem to be able to debug anymore.
The exact error message is available below:

A lot of people says to go in the configuration manager, which I’m familiar with, however, I can’t seem to find it in the Express version.
As George Duckett said:
Re. configuration manager, enable expert settings first. Tools->Settings->ExpertSettings. Then find it under Build->ConfigurationManager
Then changed it to Debug.