I downloaded php_xdebug-2.0.5-5.3-vc9.dll, added at the end of PHP.ini the following line:
zend_extension_ts=\"C:/Program Files/php5/ext/php_xdebug-2.0.5-5
I have the exact same problem on Windows 7 too. It didn't work for me but perhaps for you it does. Xdebug has a special service page which helps you find out which version to download and what steps to take: http://www.xdebug.org/find-binary.php.
Following this didn't work for me unfortunatly. When I perform 'php -m' xdebug does not appear in the loaded modules list.