Sql – Visual Studio crashes when starting to debug stored procedure

What edition of VS2008 are you running? I just checked on Pro and Team System, and I get that option on both; I also have C# Express, and it doesn't give this option. (I don't have Standard, so can't check that one...)

[edit] From the second link you provided (MSDN), on the right-hand side there's a link for VS2008 that indicates it only applies to Pro and Team.

Check this, specially the remote debugging part: http://www.dbazine.com/sql/sql-articles/cook1

For other general information on debugging sql check http://msdn.microsoft.com/en-us/library/zefbf0t6.aspx