You are voiding the warranty doing this. It seemed to work okay though when I tried it on a sample MFC app. Project + Properties, Linker, Command line is where to get started. First put /VERBOSE in there and rebuild the project to see what .libs get linked right now. You need to use /NODEFAULTLIB to disable the release versions of the .libs and add the debug versions of the .libs. You also need to switch the CRT version, /MTd or /MDd depending on which one you use, Project + Properties, C/C++, Code generation, Runtime library.
Using VS2008 I ended up with these linker settings:
/VERBOSE /NODEFAULTLIB:mfc90u.lib /NODEFAULTLIB:mfcs90u.lib mfc90ud.lib mfcs90ud.lib