I've had a few people ask me for installations for vim-debug, which I guess is natural...I'm just not used to the whole "package maintainer" persona yet. Anyway, here it is.
sudo pip install dbgp
sudo pip install vim-debug
install-vim-debug.py
Note
To start your debugging session, you need a capital D. :Dbg. While you are in the session, you can use a lowercase, ex: :dbg break
Those three commands should do it for you.
I tested it on a completely fresh fedora 13 install, and devved on Ubuntu Karmic
I have no idea whether this will work on windows -- if you try it, be sure to tell me!
Thanks