I don't have Revit, so I'm hoping its similar to AutoCAD. Express is missing some info on the project properties' Debug tab that is there in the full version. The field to set the program to run the dll in is missing. However, you can set the working dir. Not to worry, you can manually edit the prj file (*.csproj or *.vbproj). The debug section could also be in *.csproj.user as well. Edit it to add the lines in red. Setting <StartWorkingDirectory> here is the same as setting it in the Properties designer.
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>