Use Debug.Assert to run a function that sets the debug value. The Debug.Assert statement is removed from copmiled executables so it only executes when you run in the IDE.

' Flag for debug mode
Private bDebugMode As Boolean

' Set bDebugMode to true. This happens only
' if the Debug.Assert call happens. It only
' happens in the IDE.
Private Function InDebugMode() As Boolean
    bDebugMode = True
    InDebugMode = True
End Function

' Set the bDebugMode flag.
Private Sub SetDebugMode()
    ' This will only be done if in the IDE
    Debug.Assert InDebugMode
End Sub

Private Sub Form_Load()
    ' See if we are running in the IDE.
    SetDebugMode

    ' Tell the user.
    If bDebugMode Then
        Label1.Caption = "In the development environment"
    Else
        Label1.Caption = "In a compiled executable"
    End If
End Sub