However, I've now got my dev machine nicely asking me if I want to open a new instance of VS to debug local ASP errors that occur when testing with IE (incidently, I have the same occuring for Javascript - much win).
So, I'm posting this a reference. Key changes I had to make are below, with the various source links down the bottom.
IIS
Web Sites > Properties
Web Site
Connections
(1) Tick 'Enable HTTP Keep-Alives'
Home Directory
Configuration
Mappings
(2) Tick 'Cache ISAPI extensions'
(3) Edit the '.asp' Application extension and add DEBUG to the 'Verbs' section
Debugging
(4) Tick 'Enable ASP server-side script debugging'
Cache Options [1]
(5) Select 'Cache limited ASP files in memory' and set it to '1'
Directory Security
Edit 'Authentication and access control'
(6) Tick 'Integrated Windows authentication'
[1] Note that 'Cache Options' can only be set at the root 'Web Sites' level (as far as I know).
Visual Studio
Tools
Options
Debugging
Just-In-Time
(7) Tick 'Script'
Internet Explorer
Tools
Internet Options
Security
Trusted Sites
(8) Add the FQDN of the site you are debugging as a trusted site
RegEdit (May be needed on Win2003 SP1, requires a reboot to take effect)
(9) HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa\DisableLoopbackCheck, DWORD, 1
Troubleshooting
a) JIT debugger kicks in, but VS can't find your ASP 'debug symbols'? See #5. It seems like the ASP debug symbols must be held in the IIS cache.
b) Receiving an 'unable to find webserver' error? See #9.
References:
VS.NET Debugging Whitepaper
MSDN VS Debugging Reference
General notes
http://aspadvice.com/blogs/ssmith/archive/2006/10/04/Debuggin-Failed-Because-Authentication-is-not-enabled.aspx(Added 07/10/06)