Set up your development environment to run WinGate.exe with the command line argument -force9x. In Visual Studio 2010 these settings can be found Project Properties -> Configuration Properties -> Debugging. Set Command to the path to WinGate.exe which is typically c:\Program Files (x86)\WinGate\WinGate.exe and set Command Arguments to -force9x. If you wish to run the debug version of your plugin from within the IDE then specify -debug as an additional command argument.
If you are running a UI module within the WinGate Management Console then set the Command option to GateKeeper.exe and specify -debug if you which to run the debug version of your module.
Debug and Release
The configuration specific paths to your module files are specified in the manifest file attributes debugPath and releasePath which are automatically set up by the WinGate Module Wizard to point to the Debug and Release sub folders of the module you are developing. By default WinGate and the WinGate Management Console will load your module from the releasePath folder. If you wish to load your module from the debugPath folder, specify the -debug flag when running WinGate and/or the WinGate Management Console.
NOTE: WinGate and the WinGate Management Console work separately, so each has to have their own flags set independently.