Go through following link it provides different ways to Debug a Stored Procedure :
http://aspnet.4guysfromrolla.com/articles/051607-1.aspx
Remote Debugging :
http://msdn.microsoft.com/en-us/library/zefbf0t6.aspx
Solution for the QlikView, Biztalk, DotNet and MSBI real time development problems
Remote Debugging :
http://msdn.microsoft.com/en-us/library/zefbf0t6.aspx