One of the difficulties with this has been that when you put your support files in that directory, the directory gets removed when your debug session ends and your support files are gone along with it.
You can use Run Paused to give yourself time to copy things to the directory created to hold your application. Or, you could use an IDE script to copy files into that directory every time you run.
A third option is to make it so RB never deletes the directory until you want it to.
Debug your application.
When REALbasic creates the directory where your debug app will go create a new text file in there. I call mine LOCK FILE just so I know what it is. There does not need to be anything in it. Change it's properties to "READ ONLY"
Now when REALbasic quits it will not delete the directory.
So that's one step down.
If you have a bunch of files that your application relies on to run properly, put them in the directory and also mark them "READ ONLY" - THIS IS VERY IMPORTANT because REALbasic will remove anything NOT marked read only AND because your application should NOT modify anything in the locations where the application is installed anyways as you or your end user may not have privileges to do so. Marking all these items read only makes it so that IF you try to write to one you should get an error of some kind.
That's it. Set this up the first time you debug and keep moving files in that you need and making them read only.
Thanks to Daniel Taylor on the NUG for the idea