Debug RFC Function module from External system | How to set external break point for RFC

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When I initially started working on Integration tools like Business Connector/.Net connectors/XI, I always wondered how to debug the process in the backend SAP R/3 system when I make a RFC call. Because when we call any SAP RFC function module from any integration tool, it will be processed on any available application server in the backend, where a user breakpoint can not be triggered to debug the ABAP code in the backend system. The situation becomes worst to the developers/testers when they want to test the scenarios like HTTP-XI-RFC, HTTP-XI-PROXY, and FTP-XI-RFC so on. But we have a simple solution to debug the ABAP code when we are working on Remote function calls.

PRE-REQUISITE:
The backend SAP system should be ECC 6.0 with latest patch updates.
It is assumed that user has developed a simple scenario HTTP-XI-PROXY/HTTP-XI-RFC or any similar scenario where XI makes a RFC or Proxy call to SAP R/3 system.
When developing the scenario, in the integration directory configuration, while creating the Receiver communication channel with RFC adapter or Proxy Adapter user has to use own SAP R/3 user id / password as authentication parameters with which user wants to login to the SAP system to debug the code. i.e the same user id has to use to login the sap system to set the break-point in the ABAP Code.