What does "XDEBUG NOT LOADED AS ZEND EXTENSION" warning means?

Make sure if it is configured to load correctly as a zend_extension. Inside php.ini add this line

zend_extension="/usr/local/php/modules/xdebug.so"

This error means that you used "extension=" to load Xdebug. That could be in your normal php.ini, or in a file called xdebug.ini that some distributions like to add. In any case, Xdebug needs to be loaded as a Zend extension for certain features such as single step debugging. As Xdebug is not meant to work as a normal extension, it might crash and burn too.

The syntax for loading Xdebug as Zend extension depends on PHP version and build. I would suggest you use http://xdebug.org/wizard.php to provide you with the correct lines.