What it means in a nutshell is that the ability to debug into SQL
Server is a potential attack vector, which is turned off by default.
You have to have a CLR security policy in place that explicitly grants
this permission to the caller, which is why everything works fine up
to that point. The SecurityPermissionFlag is an enumeration that
specifies access flags for the object the client application was
attempting to debug into. There's a code example in the Help topic for
SecurityPermissionFlag, or for a more complete explanation, see Don
Box's intro topic "The Security Infrastructure of the CLR Provides
Evidence, Policy, Permissions, and Enforcement Services" at
http://msdn.microsoft.com/en-us/magazine/cc188939.aspx.

--Mary