Hi Ganesh,
You didn't say what you're trying to debug, but since you say you're used to Visual C, I'll make an initial guess that you're programming in C. Also, since you are looking for free software only, I'll guess gcc. If either of these guesses is incorrect, my answers are likely to be incorrect also.
You will also need to note that some things may depend on your distro.
Take a look at http://www.ibm.com/developerworks/library/l-gdb/ and see if that helps. If it doesn't, let us know what you've tried and what it is you are trying to do that the tools you have found are not doing for you.
Best Regards,
Paul