How Can I Debug An Stored Procedure?

Hi,
I am using SQL Server Express bundled with Visual Studio 2008 on top of a ASP.NET/C# web application.
I have written a stored procedure that appears to behave differently when stepping into the procedure than it does when called from my application, even though the parameter values are apparently identical. I need to debug the parameter values from within the stored procedure itself to see what the difference is. But how can I debug the stored procedure when it is called from the application?
I followed the instructions at this page, but VS2008 does not stop within the procedure as expected. It seems I foolishly downloaded VS2008 Professional Edition, so these instructions apparently do not apply to that version (!!).
So I thought I would try debugging the parameter values by writing them to a file. I used the procedure on this page to write to an arbitrary file, but every time I try to call it I get the following error:
 
Error: SQL Server blocked access to procedure 'sys.sp_OACreate' of
component 'Ole Automation Procedures' because this component is turned
off as part of the security configuration for this server.
A
system administrator can enable the use of 'Ole Automation Procedures'
by using sp_configure. For more information about enabling 'Ole
Automation Procedures', see "Surface Area Configuration" in SQL Server
Books Online.
I opened the SQL Server Surface Area Configuration and enabled the "OLE Automation". I restarted the SQL Server service and VS2008, but I still got the same error, even though "OLE Automation" remains enabled for SQL Server 2005. So I tried issuing the following commands: sp_configure 'show advanced options', 1; GO RECONFIGURE;
GO
sp_configure 'Ole Automation Procedures', 1; GO RECONFIGURE;
GO
 

But if I issue those commands from within a stored procedure, or even an SQL Query window, I get the following error:SQL Execution Error:
Executed SQL Statement: sp_configure 'show advanced options', 1; GO RECONFIGURE;GOsp_configure 'Ole Automation Procedures', 1; GO RECONFIGURE;GOError Source: .Net SqlClient Data ProviderError Message: Incorrect syntax near 'GO'.

Please - I can't be the only person who is unable to debug his stored procedures. How can I either enable Application Debugging, or enable "OLE Automation"?
I appreciate any help you can offer!