In Net Express, a program breakpoint caused execution to stop only when the Procedure Division entry point is called, while in Visual COBOL, a program breakpoint causes execution to stop on any entry point to the program and on return to the program from a call.
To configure Visual COBOL so that program breakpoints function as they did in Net Express, click Tools > Options to display the Options dialog box, select Debugging > COBOL from the left pane, then check Program breakpoint on main entry point only.