But, the Microsoft Script Debugger tries to find all Internet Explorer sessions and, by selecting the instance you want, it is then possible to do a "Break At Next Statement". The next line which will be executed will switch you to the debugger window allowing you to execute the application step by step. It is even possible to watch the values held by the variables. You don't need to have the files locally and it allows you to debug a production environment as well where it is not possible to access the source code.
For the other Windows versions, please follow this link.