The standard procedure when working with ASP.NET Web Projects looks more or less like this:
1) Open/Create a solution in Visual Studio
2) Add/Change some of the pages/code in the solution
3) Press F5 to build and run the project to see the effect of the changes
This procedure has its pros and cons. The main advantage is that we get a debugger support from the IDE, so in case of an exception, we have the possibility to see what and where went wrong. We can also step through the code and see what is being done step by step. Those are only the few of many good things the Visual Studio gives you.
So what are the drawbacks of this standard procedure? Take for example a page which requires you to login before you can use it. Using the Visual Studio to run the browser you have to login every time you start the debug session. You can somehow work around this problem by creating a persistent cookie (remember me checkbox) so that you will not have to login every time. But what if you have to login using different user name and password? Providing logout button returns you to the original problem. The bigger problem is however with multi-step, wizard-like operations. If you have a 5 steps in your Wizard and something goes wrong on the last step, you have to close the browser to stop debugging (ASP.NET does not support the edit and continue feature with the standard Web Project). Then after making the required changes you have to start the wizard all over again.
Keep in mind that those are only simple examples to illustrate the problems and benefits of the standard approach. They are in no way complete.
Now, We know that there are problems and there are benefits of the "standard way" but there is another way that I'm sure most ASP.NET developers coming from backgrounds such as PHP know about and use a lot. This solution was the only possible way to test and debug your web applications if you had no debugger support from your IDE - like was the case few years ago and I'm not sure if it is still the case. Basically what you do is run your own browser and navigate to the page that Visual Studio would otherwise navigate to using the browser it has started. Now you can browse through the pages and test whatever you want and in case something goes wrong, you can just make the changes in the Visual Studio and recompile. It is possible since the IDE is not in the debugging state while you do this. (The scope of the changes may cause the running application to reload causing you to relogin, but this will not always be the case)
What we don't get with the alternative way of working with our pages is the debugger support, so now if something goes wrong we will get the error page instead of the break in the debugger. Fortunately you can always attach Visual Studio to a running process hosting ASP.NET and debug the application as usual. After you have found the error you can safely stop the debugger and you browse window will not be closed. Also you will not suffer from the startup time of required fro Visual Studio to start the browser and the debugger. This way instead of the edit and continue you can work with a save and refresh style.
I'm not saying that the second approach is better or worse. I'm only pointing out that in some cases there is a faster way to do things, especially when you are getting irritated by the Internet Explorer's address bar always remembering the wrong addresses .