I thought you had said that it did work when you attached it to a button?
The events I'm referring to are ApplicationMgr.StartExecution, ApplicationMgr.DisplayExecution, and ExecutionViewMgr.Break.
However, the fundamental thing to understand is that SequenceFileViewMgr.Run is an asynchronous method. It starts a new thread and immediately returns.
The new thread will send the events I mentioned (and more) and it will eventually break. However, since you call step-into immediately after calling Run:
a) You haven't returned to let the GUI process events so that even if the execution has started, it will still be waiting for the gui thread to dispatch the DisplayExecution event. Until that event is handled, the execution won't be assigned to an ExecutionViewMgr, thus any call to an ExecutionViewMgr could not affect it.
b)Even if this were not the case, you still have a race condition in that you might call step into before your execution actually breaks at the first step. A call to step into while the execution is not suspended is ignored (ie the command is not enabled).
Thus, you should use the events the managers generate to determine the correct time to call step into, which for you is probably when you get a break event.