How to include a source instead of a library in C # / Visual Studio?

I come from a long Java background and very new to C #. I tried to start one of the starter kit applications from a Windows phone and I am getting this error.

A first chance exception of type 'Newtonsoft.Json.JsonReaderException' occurred in Newtonsoft.Json.WindowsPhone.dll

I find it difficult to debug this because I directly refer to the dll file in the Links section pointing to Newtonsoft.Json.WindowsPhone. In Java, I would search for a library and load the source to enter the exact location during debugging.

If possible, how can I do this in C # (as in how I can pass the library source for my project at runtime)? I am using Visual Studio 2010 Express Edition as an IDE.