If you want to know whether the application is currently being debugged you can use the following code;
Public Shared ReadOnly Property DebugMode() As Boolean
Get
Dim rtn As Boolean = False
#If DEBUG Then
rtn = True
#End If
Return rtn
End Get
End Property
The part of code in the if statement will only be executed if the application is currently being debugged, therefore the return value will be left as false.