Internet Explorer 8 has a new feature called "loosely-coupled IE" (LCIE). IE introduces some process isolation between tabs to improve reliability. Now if one tab crashes, it won't bring down all the other tabs. (as I understand it, there isn't necessarily a 1:1 relationship between tabs and processes).
Anyway, the first time you try to debug LCIE you may have the jarring experience of the process exiting, or simply not lining up with what you expect to see in the debugger. You're probably debugging the wrong process!
If you're using windbg (or cdb, etc) you can just use the "-o" flag which will allow you to debug all the child processes as well. Use the "|" to switch between processes ("|1s" to set the context to the first child process).