Typically, you can get msvsmon.exe file from the following path on your development machines that already have Visual Studio 2008 installed:
C:\Program Files\Microsoft Visual Studio 9.0\Common7\IDE\Remote Debugger\x86\msvsmon.exe
When you run Msvsmon.exe, it just shows up on the server as a windows application on your server (See screenshot). You can also run it as a Windows Service so you don't need to log onto the server to start it up.
In Visual Studio on your local machine, you then just put in a fully qualified remote server name in "Attach to Process" dialog. Now you can debug the remote machine to your hearts content (make sure you're a debugger user or remote admin otherwise you will get access denied errors).
Just a reminder - if you are debugging ASP.NET on a 2003 server and above, there will be 1 w3wp.exe process for each of your application pools. It may be hard to find out which w3wp.exe process you want to debug as there may be many application pools. You can find out which w3wp.exe process is running your pool by a process of deduction (ie just by stopping the application pools you are not using. The one left is yours).
For the full goss, see http://support.microsoft.com/default.aspx/kb/910448. There is even a 17 minute tutorial on setting it up. See http://www.microsoft.com/uk/msdn/screencasts/screencast/313/visual-studio-2008-remote-debugging-with-msvsmonexe.aspx
Just keep in mind - you may be up for a long wait if the connection to your server is slow - especially if attaching a process in Atlanta! :o). There is a timeout option if you get timeout errors (you only get timeout errors in "No Authentication" mode as the "Windows Authentication" mode has an infinite timeout.)
