1. Direct database debugging where in we select SP and use 'Step Into Stored procedure' option to debug. I tried that and it seems to start debugging session ( I can see debug output 'Running [dbo]. [spTestSqlDebugging]...' in output window) but nothing seems to happen. It prompts me for parameters etc but then no window with SP code and cursor pointing to line of execution appears (seems like the winodw is hidden somewhere). I tried each and every option in menu related to viewing all kinds windows but still dont get that. Then I have checked my windows firewall and its disabled. I am logged in as domain admin and SQLDebuggerUser is memeber of admin group. So even with all these settings I am unable to step into SP.
2. The other SP debugging where in I want to break into SP from managed code is also not working. I have setup breakpoint in VS2005 by opening SP in edit mode. I have enabled 'SQL debugging' from .NET project properties in VS2005. I have even enabled SQL/CLR debugging on the data connection I am using from my ADO.NET (thought I dont think it is required in this case as I believe it is required only if I want to debug a managed SP deployed in SQL server). All the secuirty related checks I mentioned above are still applicable (i.e. there are no security restrictions that I can think of) but still I can not debug. When I run my solution in Visual Studio the SP breakpoint does not gets hit.