Does your debugger step into the VCL source code and you want to disable this?
Or are you in the opposite situation, you need to step into through the VCL source code?
Here are some pointers (for Delphi 5) what you should look at.
The following steps will stop the debugger from stepping into the VCL:
1) Go to menu 'Project | Options' and there click on tab 'Compiler'. Then uncheck the 'Use Debug DCUs' option under 'Debugging'. This is a project-specific setting.
2) Also check to be sure your Library path just points to LIB, not LIB\DEBUG. This is an environment option and will affect all projects.
3) Remove the VCL source directories from the Search Path. This is also a project specific setting. Choose under 'Project | Options' the tab 'Directories/Conditionals'. Delphi 5 allows to remove directories comfortably from the search path. The VCL source directories will look like
$(DELPHI)\Source\Vcl
There are problably be other directories below $(DELPHI)\Source, which you may want to remove as well. E.g. \RTL\
Happy Debugging!