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Reading all this - I also experience problems with deploying as described - it happens with certain programs (Netduino too busy?), while with different program there is no such a problem at all. Unplugging USB does help.
When I stop debugging in Visual Studio, should Netduino also stop? Mine always continues.
My Netduino came today from Proto Advantage in Small Box, USB cable was included, already flashed it and tried few examples.
It looks good, works great so far, now I have to find something to put included sticker on