you should use a proper logging framework not simply the Debug Output window of Visual Studio.
you can do this by including and using Log4Net or NLog or any other .NET enabled logging framework, you could easily get it up and running in minutes and have your logging saved to text file, windows event log, database, sent to you via email etc...
you could also use other TraceListeners of System.Diagnostics but in my experience Log4Net is way easier and powerful... personal opinion and based on what I have seen ;-)
Edit:
if you do not want to include any external reference in your project have a look at what the .NET framework itself offers to you already, read this one:
TraceListener Class