Have you downloaded and built the most recent source code and tried using that?
Is the application you are trying to Snoop running elevated (As Administrator) ... but Snoop is not elevated?
This is the most likely scenario as this happens all the time to people and I get a lot of questions on it.
Adding logging to Snoop is high on the list of to do items ... but unfortunately, there is no log yet.
Snoop only debugs WPF applications, not general .NET applications. Paint.NET is a Windows Forms, general .NET application ... not a WPF application. That is why Snoop won't work for that. Snoop simply looks for the main WPF assemblies in a process that you
are trying to Snoop. If it finds them, it allows you to Snoop it.
I would point you to http://familyshow.codeplex.com/ as an example application that you can Snoop.