You should be able to debug  by attaching to the w3wp.exe process corresponding
to the application pool you are using to run the web  service.

but i have tried doing
that too it does not work.

Normal Hello World web  service works the same way but
Web service  developed for share  point portal  server
does not work.

If my WebService name is "DWM" it gets compiles in
DWM\bin directory  and then i copy the same dll  and put
in bin directory of C:\Program Files\Common
Files\Microsoft Shared\Web Server
Extensions\ISAPI\bin ,
so my client application is accessing from this root
and not from DWM\bin directory

As when i click on "Start without debugging", its
getting run in DWM\bin but my client is accessing is
from C:\Program Files\Common Files\Microsoft
Shared\Web server  Extensions\ISAPI\bin,so i guess i am
not able to debug  ..
is there any way to debug such dll.

I was able to debug  after copying the pdb file  ,
earlier i was only copying the .dll file.