Warren,
You will not be able to use LabVIEW's debugging techniques on a DLL, this will need to be done from CVI. There is a good Knowledge Base that discusses creating and debugging DLLs in CVI, and it can be found at:
http://digital.ni.com/public.nsf/3efedde4322fef19862567740067f3cc/22f61cdff8a08bbd862565fa007238bc?OpenDocument
This document can also be found by going to search.ni.com, choosing Advanced Search, and searching for CVI DEBUG.
Ryan Tamblin
Applications Engineer
National Instruments