Well, I've had this problem for a while now.
I sometimes try to debug some applications from the Task Manager (Right-clik, debug)
But the last time I did it, I got an error message saying that the path can't be found!!
What debugger do you have installed? the debug feature is usually only availible if you have an appropriate deugger installed just as MS Visual Studio or any of the other MS debuggers, as far as I know XP doesn't have a native debug feature.