A na tom odkazu na stránky Microsoftu je to vysvětleno.
http://msdn.microsoft.com/library/default.asp?url=/ library/en-us/vsdebug/html/vxtskdebuggerpermissions .asp
Jsi přihlášen jako Administrator?

To access the local group policy
1. From the Start menu, choose Control Panel.
2. In Control Panel, double-click Administrative Tools.
3. In the Administrative Tools window, double-click Local Security Policy.
4. In the Local Security Settings window, expand the Local Policies folder.
5. Click User Rights Assignment.
6. In the Policy column, double-click Debug programs to view current local group policy assignments in the Local Security Policy Setting dialog box.
7. To add new users, click the Add User or Group button.