DTE.Debugger is not reentrant

Disclaimer: blogspot is really bad at including code.
I tried to make an auto-debug-child processes in VB.NET in VS2005.

First define the breakpoint,
Function SetBreakPoint(ByVal Symbol As String, ByVal Offset As Integer) As EnvDTE.Breakpoints
Dim x As String = DTE.Debugger.GetExpression(Symbol).Value
' Poor's man calculation in VB...
Dim y As String = "0x" + Hex(CULng("&H" + x.Substring(2)) + Offset)
SetBreakPoint = DTE.Debugger.Breakpoints.Add(y)
End Function

Sub SetAutoDebugChildren()
' Set a breakpoint on function return.
Const offset As Integer = 44
SetBreakPoint("{,,kernel32.dll}_CreateProcessA@40", offset)
SetBreakPoint("{,,kernel32.dll}_CreateProcessW@40", offset)
End Sub

Ok, but I haven't found any programmatic way to set the "When Hit..." flag. So I added them manually after. So right click on the breakpoint, "When Hit..." run a macro and continue execution.

I set the macro to something like this:
Sub AttachToProcesses(ByVal process_name As String)
For Each process As EnvDTE.Process In DTE.Debugger.LocalProcesses
If (process.Name.IndexOf(process_name) <> -1) Then
process.Attach()
End If
Next
End Sub

Sub AttachMyExe()
AttachToProcesses("my.exe")
End Sub

So everything seems nice. The problem is that at the process.Attach() line, I was granted with a nice message box:
---------------------------
Error
---------------------------
A macro called a debugger action which is not allowed while responding to an event or while being run because a breakpoint was hit.
---------------------------
OK
---------------------------

Humm OK. If anyone has a solution beside using WinDbg, please comment.