If you want to debug Jscript code in your web pages in IE, then you can make use of the "Visual Web Developer" (VWD) tool which is available as a free download from Microsoft website. VWD is a tool which is mainly used to author and debug your own web sites. However if you want to debug Jscript code in a web page which you have not authored or which is served from a remote web server or http location, then you need to create a dummy web site project in VWD and set it up to launch your web page when you start debugging.
In this video we present the exact steps to acomplish this.