Of course the xdebug version must be compatible with the php version. Yours look well (you can check it in the download page: enter link description here).
Next, check the Zend Engine is running with xdebug. phpinfo() must return something like:
This program makes use of the Zend Scripting Language Engine:
Zend Engine v2.3.0, Copyright (c) 1998-2011 Zend Technologies
with Xdebug v2.2.0-dev, Copyright (c) 2002-2011, by Derick Rethans
If you don't see the line "with Xdebug..." the problem is on the dll. If you see that line, xdebug is running ok. Then the problem comes from the client side, maybe due to a configuration problem.