I have Firefox as my default browser on my dev machine and when I start debugging from visual studio Firefox launches as I would expect and all the attributes of the experie
Try attaching the debugger to the FireFox process instead!
In VS (2008) select the Menu option Debug -> Attach to Process and then select firefox.exe - if you don't see this process you may have to ensure 'Show processes in all sessions' is checked.
I ran this and verified that it does work. I also verified that closing FireFox via app debug does not work, if you Firefox is set as the default browser in VS 2008.