Go into Tools -> Internet Options -> Advanced, and make sure "Disable script debugging" is NOT checked.
I also like to make sure "Display a notification about every script error" is checked, although not sure if it makes a difference to the debugger or not.
Within Interdev, go into Tools -> Options -> Debugger, and make sure that "Attach to programs running on this machine" is checked.
I've also found that with the Interdev debugger, it occasionally does not pop up even with those settings. There is a workaround I've found (which I've never worked out why it works, or found reference to on any forum anywhere) - so I will share it with you. It has never failed to work for me, so I'd be interested to see if it works for you.
If you have a page with a debugger statement (or JS error) that doesn't give you the "debug" option, insert this in a script tag at the top of the page:
Refresh the page. You will get a blank window appear. Close the window. Refresh the page again, and you will get the window again. But you will also - I virtually guarantee it - get the option to debug.
As I said - I've no idea why it works or how it works, but it's never let me down yet.
Hope this helps,
Dan