Hello,
I found there are two ways to do, but neither works for me:
1. Attach to Process.
After loading XAP to CRM from, run remote debugger, run "Attach to Process" in VS2010. I didn't find iexplore.exe, silverlight process type.

2. debug wthout deploying.
I follow
Markus Konrad link to
do the setting. It looks I can do debug locally by hit F5. But since CRM form is not loaded, the values in silverlight code are not retrieved. For example: I use
App.Current.Host.InitParams["data"]
to get parameter value. When I hit F5, all values from CRM form are null since it runs locally instead of connecting to form.
Is there any way to debug it by running CRM form?
I'm happy with either way as long as it works.
Thanks.