Generally speaking, script debugging defaults to off. One of the many mistakes that we made with the script debugging architecture is that every application has their own unique way of deciding if script debugging is enabled or disabled.

Classic ASP: Use IIS manager

Internet Explorer, Outlook, or anything else that uses MSHTML: Use 'Tools->Internet Options...->Advanced->Disable Script Debugging'. In Windows XP SP2, the IE team created two separate options. One controls script debugging in the IE process. The other controls script debugging in all other processes (Outlook for example).

wscript/cscript: Use the command line option '//D'. I believe there is also a registry key.

Hosts that are not aware of debugging: There is a DWORD registry key. Despite the name, this controls all script debugging in these hosts:
HKEY_CURRENT_USER\Software\Microsoft\Windows Script\Settings\JITDebug

Other hosts: Could be anything.