Are you trying to debug the plugin? I've seen this problem where I'm trying to debug the plugin and the issue is that you have to make sure and attach to the correct process with the VS debugger.
If it's a standard, synchronous plugin, attach to the W3WP process
If it's loaded in the Sandbox, you have to attach to the sandox process
If it's asynchrounous, you have to attach to the async process.