Step 1. Open IIS Manager (Internbet Information Services)
Img: Control Panel

Img: IIS Wizard

Step 2. Right-click the website (in case you run it locally you only have Default web site) and pick Properties &
Img: Properties

Step 3. Choose "Directory Security" tab and click Edit on "Anonymous access and authentication control" 
Img: Directory Settings

Step 4. In the opening window, uncheck "Allow Anonymous access" and check "Integrated Windows Authentication" (allowing anonymous can make that you don't have enough permissions to debug) After that you also need to make sure your NT Debugger user is on Debugger users group (and in practise to attach to the aspnet_wp.exe process it also needs to be admin unless you change local security policies. Img: Authendication method