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It cost me two days to install MinGW, Qt4 and Eclipse Integration on Windows XP, and make debug work. Some people meets problems like Build Debug Libraries cannot make, or "mingw32-make[2]: *** [..\..\lib\QtCored4.dll] Error 1", and so on. So I write this guide, hope it can save some time for you.

1. Download "Automated MinGW Installer" from http://sourceforge.net/project/showfiles.php?group_id=2435, Install it. Notice you should choose g++ and mingw32-make.
2. Download "GNU Source-Level Debugger" from http://sourceforge.net/project/showfiles.php?group_id=2435, decompress it to the directory where you installed MinGW. Please choose no when the decompression software asks you whether to cover the file with the same name.
3. Download "Qt/Windows Open Source Edition" from http://trolltech.com/developer/downloads/qt/windows. Install it.
4. Download "Eclipse IDE for C/C++ Developers" from http://www.eclipse.org/downloads/, decompress it to a directory. If you have already have an eclipse for Java development, you can only install "cdt".
5. Download "Qt Eclipse Integration Downloads" from http://trolltech.com/developer/downloads/qt/eclipse-integration-download, install it.
6. Set your system's Environment Variables. This step is very important. If you miss it, you may meet a lot of problems. E:\Develop is the place where I installed MinGW and Qt to.
Add E:\Develop\MinGW\bin and E:\Develop\Qt\4.3.4\bin to Path,
Add E:\Develop\MinGW\lib and E:\Develop\Qt\4.3.4\lib to Lib (if no Lib, please create one),
Add E:\Develop\MinGW\include and E:\Develop\Qt\4.3.4\include to Include (if no Include, please create one),
Reboot your computer.
7. In Start menu\All Applications\Qt by Trolltech v4.3.4 (OpenSource), please find Qt 4.3.4 (Build Debug Libraries) and execute it. Note that it will take two hours' time and 3GB's free space's on the partition where you installed Qt to.
8. Write your program in Eclipse with Qt.
9. Click the bug icon and select "Open Debug Dialog...", add a new configuration in C/C++ Local Application, notice that C/C++ Application should be "debug/*.exe", not "release/*.exe"! Choose Debug and set Debugger to gdb/mi. And then, you can try to debug.
10. That's all. Hope you will not meet the problems.

Please notice the step 6 is the most important. And you must reboot computer and add these directories to Environment Variables.

I hope this guide will help you.

If you still meet problem like "gdb: unknown target exception 0xc0000135 at 0x7c964ed1", please add E:\Develop\Qt\4.3.4\lib to Path in your system's Environment Variables.

I am using Windows XP. Hope this will help you.

Right click "My Computer"->Properties->Advanced->Environment Variables->System variables.

Try to delete the file com.trolltech.qtcppstartup_x.x.x.jar (x.x.x is the version) in eclipse/plugins. Maybe this would solve the problem.