to get F5 (Start Debugging) to work in VS2010, right click on project ja2, click properties, and then select Configuration Properties->General. The first field is called "Output Directory", which is where the executable will be built. Set this to your JA2 testing directory, for example "C:\JA2\Debug build\".
Then go to Configuration Properties->Debugging and set the "Working Directory" to the directory you set before. These 2 directories mean that any time you build your solution, you will built it in the directory it should go (instead of copying it afterwards) and you can also use F5 (Start Debugging) to run your build, whether it's a debug build or not.