The _CorExeMain function is indeed the main entrypoint of .NET runtime loader. However, things are a little more complicated. On Windows 2000, the Windows PE loader treated .NET exes just like normal ones regarding this import - you could put a BP there and it would stop. With XP though, the Windows PE loader handles .NET assemblies internally, and don't call/use that entry in import table.
Besides, like others said, .NET assemblies are just bytecode compiled to native instructions in runtime. So, you can't use x86 debuggers (well, you
can, but you'd be tracing framework's compiler/runtime

Use, for example,
cordbg from .NET SDK (
MSDN article)