From MSDN:
MS-help: //ms.vscc.2003/ms.msdnqtr.2003feb.2052/vsdebug/html/vxtskdebuggingclient-sidescript.htm
1. First enable script debugging in IE, select Tool -Internet Options - Browse - Clear Selection for Disable Scripts
2, start executing the ASP.NET program with Debug
3, in debug-window - run the document, let the VS display to run the document
4. Single-step running program process executing the ASPX file is displayed in the window of the running document, double-click to open the file you want to debug, set the breakpoint, debug it on the script where you want to debug.