Normally the reason for this is that you have the
HtmlAgilityPack.pdb and
HtmlAgilityPack.dll files included in the project and thinks that you are able to debug the dll using source code from your machine.
But the error is still going to be something with the file path as the error is being raised in the filePathMethods.cs
Let me know if thats not the case and you don't have the pdb file included and its not in your debug output folder.
you do not need to copy the source to your project you should be able to just use the dll on its own.
Lee