After being in Java land for a while it became very confusing how to debug a project.
I had to search the forums to find this http://community.sharpdevelop.net/forums/p/6367/18185.aspx
Project - Project Options - Debug Tab - Start Options/Command line arguments.
That is a long way from the Debug Menu!
Compare this to Intellij IDEA - There is a a list of run configurations in the toolbar. You select the one you want and click the run/debug button next to it to run/debug it or you click the Edit Configurations button in the drop down to edit the config.

Another option they have is "Show this page" so that you can have one config and change/check the parameters before you run each time.

Is there any chance of options like this coming to SharpDevelop?