I just can't get this right.

When I get to the point where I have to enter the document root ( I guess this is the remote document root) I enter /Data/www/sites/mywebserver which is the physical location on my mac.

The url is http://mywebserver/

The debugger loads and is shown in phpinfo, but when I come to the check debug session it fails with these messages.

[Error] (-141) debugger failed to connect to the client machine
[Error] (-128) debugger failed to perform "step in"command
[Error] (-128) breakpoint did not trigger
[Error] (-128) debugger failed to perform "run to cursor" command
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Please check your network to see if there are router(s) and/or firewalls between server and client that stopped debugger running on the server from connectiong to dbglistener running on the client machine.
If there are some routers and/or firewalls and you don't want to change their configuration, you may want to use SSH tunnel. In this case please proceed with these instructions : http://forum.nusphere.com/howto-run-debug-session-through-ssh-t580.html

The setup is as follows.

On my mac, I run mamp (mysql apache and php)
I have a Wm ware fusion setup (winxp) with Nusphere phped 5.6, this is setup with NAT, meaning that there is a software NAT between the mac and the WM ware virtual pc. This software nat acts as a Gateway for the xp session, so I have altered the hosts file to point the domain mywebserver to the gateway (which is my mac)

It works fine, and I can see the site perfectly.
In other words, the mac is running the webserver, and VM ware virtual maschine is just a "remote" client.

There is no software firewall turned on on my mac, and I have turned the software firewall of in my VM.

Basically all steps in the debug setup works as expected, but it just can't launch a debug session. So I need help.

it only means that your Windows clients can connect to the httpd service running under Mac, while debugger module running under mac can't connect to the dbglistener running under Windows.

There many reasons why it may happen and the first one is firewall. You have two firewalls: one under mac and another under Windows.
You may easily check connection to dbglistner is allowed by running "telnet ip port" in your mac terminal, where ip is IP address of your Windows client (check _SERVER['REMOTE_ADDRESS'] in phpinfo) and port is 7869 (if you didn't change it). If firewall blocks the connection, you'll get timeout.

Please don't reply to the forum. We don't provide support there. You have to contact NuSphere support instead.