debug (step into) sql stored proc from managed code

I am trying to debug sql2000 sp from managed code app with VS.Net 2003 archetect Ed..
It did not stop at the break point within the sql sp.
I did granted execute permission for sp_sdidebug.
Do I need to attach any process?

Is there anything left off by the article?
I referenced msdn article option 2: http://support.microsoft.com/default.aspx?kbid=316549

Thanks.Please use the word "bump" or something such as, "Any help?" so that the moderators recognise the purpose of your single-character message. Otherwise, the message may be deemed meaningless, and will be deleted.|||Sorry, this is really a Visual Studio.NET question. I have no idea.

Terri