It is not working for me :(
I can't rewrite (recompile) component file until Rhino is running.
(Grasshopper was unloaded by command)
Is it problem in my OS (Windows7 64) or do I something wrong?
if the "Memory load *.GHA assemblies..." checkbox is checked, then Grasshopper will not load the actual compiled binaries. It will copy them into memory first, then load the gha from memory. If the box is unchecked, then the file will be loaded. As it is not possible to unload an assembly in .NET without exiting the app domain (i.e. Rhino shutdown), you will not be able to overwrite the gha while Rhino is running.
Unfortunately when the box is checked, you won't be able to hit breakpoints in your code, so you need to decide which is the lesser evil for you.