You can get this message when you are using an activator and the assembly you set the breakpoint into has not been loaded yet.
The breakpoint will resolve once the activator loads the assembly (assuming the assembly and debug symbols are up to date). A good place to look at is the modules window in the debugging menu. There you should look for the assembly which your file belongs too. First check that the assembly is loaded. Then, from where is it loaded? Then, is the symbols file loaded. Again, where is the symbols file loaded from? Finally check the versions of both.