Hi
Well the answer was sitting right in front of me the whole time.
In SQL Server Management Studio 2008 there is a Debug button in the toolbar. Set a break point in a query window to step through.
I dismissed this functionality at the beginning because I didn't think of stepping INTO the stored procedure, which you can do with ease.
SSMS basically does what FinnNK mentioned with the MSDN walkthrough but automatically.
I should add a step in there to find the stored procedure call with parameters I used SQL Profiler on my database.
http://msdn.microsoft.com/en-us/library/yet1b7by%28VS.80%29.aspx[
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