It appears that last week, Microsoft release the source code for several of the .Net 3.5 Framework libraries and according to ScottGu more will be coming soon. For a list of what is available make sure you check out Scotts Blog at http://weblogs.asp.net/scottgu/archive/2008/01/16/net-framework-library-source-code-now-available.aspx
So, if you want to see how to configure your VS2008, Shawn Burke has a great Blog entry here http://blogs.msdn.com/sburke/archive/2008/01/16/configuring-visual-studio-to-debug-net-framework-source-code.aspx. That gives all the details.
So, check these site out and Thanks Scott and Shawn for the Info.