Yahoo! That was it. I turned off Edit and Continue and that cured two of my problems. The data types are now fortran types instead of C types, and the CXX0033: Error stuff has gone away.
I have also verified that a fortran compiled dll which is called from Excel VBA can be stepped through in the visual studio debugger. However, my last lingering problem is that I still cannot do that with a vb.net dll.
As always, thanks bunches for the help, Steve. I can finally get back to work on my fortran project. :)
Yahoo indeed! That option is not normally on by default and it doesn't get reset on a reinstall.
For the VB.NET problem, turn on the VB project property Debug > Enable unmanaged debugging.
The problem I was having with vb.net not debugging went away after I swtiched a project setting of Target Framework from .Net Framework 2 to .Net Framework 4.
Beats me what that made any difference, but it qualifies for another - Yahoo!