Luis,
Check out http://www.theproblemsolver.nl/aspdevelopmentanddebugging/index.htm -
Developing and Debugging Visual FoxPro COM servers by Maurice de Beijer. This should also apply to VFP COM servers being run as Web Services.
Also, using the VFP MTDLL project hook (downloads file #14218) will allow you to re-compile without stopping/starting the web server.
COMReturnError is usually a good thing to include for your error handler. Subclassing the Session Class is also good since it includes many of the things you need for every WebService project - check the Microsoft site for some good examples...

>I create a web service based on a COM, i need to debug the COM server to trap some errors, please any help to make this, and also some good ways to handle errors in COM.
>Thanks in advance.
>Luis