In a DLL invoked from C++/CLI code I don't seem able to set Data Breakpoints in some pure C code. The menu option New Data Breakpoint... is disabled as is the popup in the breakpoints window. I haven't been able to find anyone else reporting this, the only similar experience is for a Mobile developer.
Debugging is otherwise working fine - I can set Watches and breakpoints on functions.
I'm using Visual Studio 2008 Professional sp1 on Vista x64.
I think that setting data breakpoints is only available if you are debugging in native mode. It is not available in managed mode, or mixed mode debugging.