VS has allows you to set a property in your project settings for dll type projects that specifies which program to run the dll in. But the Express versions do not have this option. However, you can manually edit your project file to set this up. You can edit your Project.csproj file or it is reccommended to edit the Project.csproj.user file. Here is a sample. You need to add the PropertyGroup to the end of your user file. Of course, you need to change the path to where you have acad installed.
Code:
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<StartAction>Program</StartAction>
<StartProgram>C:\Program Files\AutoCAD Map 3D 2010\acad.exe</StartProgram>
<StartArguments></StartArguments>
<StartWorkingDirectory>C:\Program Files\AutoCAD Map 3D 2010</StartWorkingDirectory>
</PropertyGroup>
</Project>
After you set up your project, hit F5 and after acad starts, netload your dll. Then you can set a breakpoint and run a command to step through the code to see what line gives you the error.
Since you haven't posted any code, its kind of hard/impossible to tell you're getting eOutOfRange from. But that usually comes from requesting an index number from a list/array that is out of bounds.