When user tries to use the debugger, the following error message was thrown.
"Access is denied. (Exception from HRESULT: 0x80070005 (E_ACCESSDENIED))."
The PC is not set up as a domain. Rather it is setup as a work group.
A requirement for debugging SQL Server is that is must be on a domain for authentication/security reasons. So debugging won't work from Toad or with Visual Studio if the computers reside in a work group. So make sure your server is on a domain.
When trying to use the debugger from the Microsoft Visual Studio product not a domain when you will encountered the message below:
"Unable to start T-SQL Debugging. Could not connect to computer 'sqldevdb01.' Logon failure: unknown user or bad password. See help for more information."