You must installed Microsoft script debugger on the same machine and enabled script debugging in IE. For more information, please refer to Appeon Developer User Guide->Debugging Appeon Web Application->Important Requirements section in Appeon Help. 

 You can download the Microsoft script debugger from http://www.microsoft.com/en-us/download/details.aspx?id=22185.

Besides please do the following modification:  

Find HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\Main\
Add one DWORD value:TabProcGrowth = 0 which functions by deleting one iexplore.exe progress from the two.

 IE 8 has a feature that starts two iexplore.exe progresses that's why Appeon Debugger can't enable the Web application to stop at the break point. Please do the above modification to allow Appeon debugger work correctly.