Unable to debug WCF service message

I've got a Visual Studio 2008 solution with a WCF service, and a client.

When I run my client, and call a method from my service I get a message saying "Unable to automatically debug 'Home.Service'. The remote procedure could not be debugged. This usually indicates that debugging has not been enabled on the server."

I've googled around, and have tried the following.

<system.web>
   <compilation debug="true" />
</system.web>

has been added in app.config on both the client and the server.

I have also made sure that the project is being compiled in Debug mode.

What else could be causing this message?

Edit: Added more info based on feedback questions

• It is using wsHttpBinding

• I have set

  <serviceDebug includeExceptionDetailInFaults="true"/>
  

• I am using

  var service = new HomeReference.HomeServiceClient();
  service.ClientCredentials.Windows.ClientCredential = CredentialCache.DefaultNetworkCredentials;
  

Unfortunately the error shows up the first time I call a method on my Service. I can dismiss the messagebox, and the application continues working. Any Exceptions thrown on the server at not propagated back to the client though (I assume it should?)