If you only have your app open in the lone IE window you will see 2 IExplore processes. One will have a window title, that will be the container and not the one you are interested in. You will want to attach to the other process.
Of course this may be somewhat limiting if you also want other useful sites loaded and you prefer IE for that (I load sites like SO in FF but MSDN, at least in the past, worked better in IE).
A sysinternal tool that is useful here is TcpView by watching what each iexplore process connects to you can determine which is the process you need. Note that you need to do that with short time of doing any navigation, IE will drop idle connections after a while.