You have to have IE set to allow debugging, make sure 'disable script debugging' is off in Internet Options->Advanced, if you disable this option you may have to restart IE.
the debugger keyword will then break and you can also have 'Script debugger' menu item in the view menu that has 'Open' and 'Break at next statement' options.
Combined with IE dev toolbar, you get a very powerfull developement enviroment.
Firebug is great though and usefull when you are working with Firefox. There is a version of IE to if you look around the FireBug site - Never NEEDED it though, see above.