Never mind, I already found the solution.
You cannot debug the DLL from within CVI.
If you make an executable from your CVI project, you can use that executable to debug your DLL, but you cannot do it with the CVI IDE itself.
If anyone has found a way to debug a Visual C++ DLL from within a CVI project running inside the CVI IDE, I'm still interested to hearing about it. (but I don't think it's possible)
Best regards,
Dennis