This post is very old but if it can help some one.
To debug a snapin, in the VB6 Editor, go to Project > Property of ...
Then, in the debugging tab, choose the third option "Start a programm" and type in mmc
or the full path to mmc.exe
(for me it was C:\Windows\System32\mmc.exe
).
When you try to run you project, an MMC window will show up and you can go to File > Add Component ...
and choose your snap-in project. Pay attention that 2 component coresponding to your project can be present. You have to try both with a breakpoint in your code to know witch one is debug one.
source
If some one know how to load automaticaly the project snap-in in mmc when running the project, it should be perfect !