How to To enable mixed-mode debugging in a managed EXE calling a native DLL

I have a C# exe that calls into a native (C++) DLL. I need to be able to step into the DLL when I have started the project from the managed exe. I am using Visual Studio 2005 and this is for a windows mobile console application as the managed exe.

I have followed the suggestions as in this link:
http://msdn.microsoft.com/en-us/library/kbaht4dh(VS.80).aspx
But in step 4 of unders:
"To enable mixed-mode debugging in a managed EXE calling a native DLL"
I do not have an " Enable Debuggers group". Maybe the above referenced link is NOT for window mobile (smart device) projects.

Thanks