Debugging support for SSIS packages is probably one of the best features of the SSIS 2005 designer, but sometimes you may find that "Debug" and "Start without Debugging' commands are grayed out. Why?
The reason might be obvious to developers who worked with Visual Studio, but hard to find to people coming with DTS experience. In Visual Studio the debugging facilities are provided by the project, so you can't debug if you opened a .DTSX file standalone, without a project.