I've tried debugging a custom task in Windows 7, no problems. You need to do three things:
1. Create a project with the task added correctly.
2. In project properties, set the Build output to [ArcGIS Install path]\Mobile10.0\bin\
3. In debug properties, select "Start external program" as start action and set the path to [ArcGIS Install path]\Mobile10.0\bin\ArcGISMobile.exe