Attaching a DLL for debugging

I have a C++ program I am debugging in Visual Studio 2005 IDE. It uses a DLL. I have the source code for the DLL. Now, suppose I want to debug and step through the DLL. How do I attach this to my current project?

Actually, I can already debug the app with the DLL but when there is a bug in the dll, I cannot see the source code. So I guess what I am really asking is how to use the DLL's source code during the debug process.