Lorenzo Barbieri gets tripped up with installing UrlScan on .NET servers, both production and development.  I see this question way too much and have answered it too many times, but always in the comments.  So here is an entire blog post describing what to do.

How to Configure IISLockdown and UrlScan for .NET Servers

Microsoft has provided this great architectural guide called Operating .NET-based Applications, and it includes IISLockdown settings for .NET servers (production and development).  Then you don't have to fiddle with the .ini file or add DEBUG verbs or whatever, you just select a .NET Development Server or .NET Productions Server.  You can go straight to the script downloads here.  All you have to do is follow the quick directions, and you're done!  If you need help, drop me a line.

If you have not read every guide on the Patterns & Practices site, please do so.  It will take a while, but it is worth it.