Sometimes you want to step into Source Code which comes from the core components of Microsoft. You can either decompile the .Net Libraries with .Net Reflector or ILSpy or use the Microsoft Reference Source Code Packages.

The Reference Source Code allows you to directly lookup the source or even debug into the core components of Microsoft. Just download the Packages you want, install them and you’re done. You now can Debug into (F11) the source or look it up (F12).

Alternative for Visual Studio 2010
Setting up Visual Studio 2010 to step into Microsoft .NET Source Code