It’s not widely advertised, but you can set up a file share pretty easily that has everything you need for remote native debugging.

This article has the list: http://msdn.microsoft.com/library/default.asp?url=/library/en-us/vsdebug/html/vctskInstallingRemoteDebugMonitor.asp

Your file share should contain these files:
msvcmon.exe
msvcr71.dll
natdbgtlnet.dll
natdbgdm.dll
dbghelp.dll (supports dumps)
psapi.dll (Windows NT 4.0 only)

This makes remote debugging far more useful. If a tester comes to you, and asks you to debug something, you just run msvcmon.exe from your fileshare, and TS back to your dev box which has the debugger installed.

[Updated 5/5/2004]: This only works for native debugging, and only if you use the 'TCP/IP' or 'Pipe' transport.

In the next version of Visual Studio, we make this a whole lot easier.