We previously published guidance on using the Visual Studio Parallel Application Debugger at http://archives.windowshpc.net/files/4/getting_started/default.aspx.   A related finding is that you'll often need to ensure debug build dependencies are installed on target compute nodes.  An important runtime dependency is the debug build of the C Runtime (CRT) library.   A redistributable (at least for development and test purposes) installation package for this library is available and easily installed.  Please note the information provided at http://msdn2.microsoft.com/en-us/library/aa985618(VS.80).aspx.