Debug an assemby loaded at runtime

Is it possible to debug assemblies (DLLs) that have been loaded at
runtime using Assembly.LoadFrom()? In the full framework it just seems
to work, the code is stepped into, and variables can be examined.
However in the CF, I just get errors/messages like "Not able to perform
the operation because object is not given storage yet" or "Information
for the type of '<Type Name>' has not been loaded into the runtime". The
program executes fine, and works as expected, but when I hit problems,
it's a nightmare to debug, becuase I can't step into the code.

Any ideas?