Configuration Manager is mainly used to set the projects or Solutions Build configuration
to debug or release.
Its imporant to put in debug mode because the break point would not be hit in release mode
Configuration Manager generally appers under Visual Studio .Net 2005 's Build Menu
If its not there this is what you have to do
Tools - options ->Projects and Solutions ->General
Check "Show advanced build configurations"
Thats it click on Ok
and the Configuration Manager Should be there under "Build" Menu
If you cant see it even after this then
go to command prompt type
then repeat the above tools->options step