Ok, I still use VS 2010 (Express). VS 2012 seems to support native code debugging, even Express (s. here). It's for SharpDX but should apply to SlimDX too, hopefully. In that case you might ditch DebugView completely, since the messages should appear in the VS debug log.

Edit: The control panel still exists (it's the same for all DirectX stuff, not only graphics), but instead of a simple checkbox you explicitly select the application you want messages from. Can't confirm that it works, I always use the creation flag. Also: Not sure if that tool still comes with the newest DX SDK, I still haven't installed it.

I added it to the list, though I think the cp might be from the June SDK I have installed, still no output. I also installed the remote debugger but that didn't help either.

Then I'm out of clues, sorry. Hopefully, someone else can help now.

But since you seem to just starting with D3D programming, you might give SharpDX a shot.

Got it, solution: Open the solution properties, hit debug and ensure "Enable Native Code Debugging" is checked.

Aah, good to know this works for SlimDX, too. Thanks for the feedback.

Happy debugging