If the Breakpoints tab is open before switching to Debug Mode, switching causes the tab to get closed (at a time - debug time - when the tab almost surely would be soon needed, and thus has to be reopened).
System Properties:
DrJava Version drjava-20080828-r4664
os.name=Windows%20Vista&os.version=6.0&java.version=1.6.0_11&
Fixed as of revision 4700.