Hi Sunil,
Thanks for posting here. What is the URL for the page that has the Invoke button on it? Is it localhost? If not, your server may not be configured to let you debug it remotely. The invoke command is a Web service debug service that is provided by ASP.NET. You will have to be on the server to debug that. However, if you can see the WSDL from your desktop, then you can assume it's good to go and continue to the verification step using the form.
Patrick Halstead [InfoPath MVP]
InfoPathDev
Patrick Halstead
Project Manager at Qdabra