[racket] Debugging multiple modules in DrRacket

I have a main module which requires other modules.  I'm trying to
debug one of those modules using the debugger in DrRacket. (I'm using
windows Vista and the latest Racket.

  I open two tabs in DrRacket, one with the main module and one with
the module I'm trying to debug (lets call it M).  I click the debug
icon in the main module and set a breakpoint just before the call to
the procedure in module M.  I then step through the call to this
procedure and the second tab opens with module M but there are no
debug icons available and I can't step through module M.

I then tried first opening the tab with module M and clicking on the
debug icon and then opening the tab with the main module and clicking
on debug and setting the breakpoint etc.  but when I stepped into
module M, the debug icons were available but appeared to be disabled
(i.e. lighter color and didn't respond to clicking).

Section 1.8.4 for DrRacket says:
------------------------------------
1.8.4 Debugging Multiple Files

To debug a program that spans several files, make sure that all of the
files are open in DrRacket. Click the Debug button in the window
containing the main program. As this program loads additional files
that are present in other windows or tabs, message boxes will pop up
asking whether or not to include the file in the debugging session.
Including the file means that it will be possible to set breakpoints,
inspect variables, and single-step in that file.
-------------------------------------

But no message boxes popped up asking me whether I want to include
files in the debugging session..

In the Choose Language menu I have "Debugging" chosen under dynamic properties.

Can anyone suggest what might be the problem.

Thanks,
Harry