Hi,
If you have IE7Pro installed, the HTTP may not work due to some conflicting stuff between DebugBar and IE7Pro (known issue).
Also, you can check if all DebugBar components are installed by going to "Manage add-ons" menu and check if all "DebugBar" entries ("DebugBar" and "DebugBar BHO") are enabled.
Post again if this does not solve your problem.