Put a breakpoint in at the start of the loop and it will fire up the .NET debugger. then you can cycle through the lines of code at your leisure. To insert a breakpoint, click the margin to the left-hand side of your code and a little red circle should appear. This is the line of code that will execute first in the debugger

This also works for WebServices. You can put a breakpoint in your code and run it. Then, call the webservice, using the internet explorer page or externally from VFP for example, and it will open the debugger at that point. This last bit is marvellous and has saved me from grey hair many a time :)