I have used sos from within Visual Studio. Is it possible to run psscor from Visual Studio ? Does it need any special configurations?
You can load PSSCOR from Visual Studio 2010, but as with SOS the experience is somewhat limited compared to what you get from loading these extensions in WinDbg. To load either of these in VS you need to enable native debugging for the project. Also, keep in mind that there are separate versions of PSSCOR for .NET 2 and .NET 4+. Place the extension DLL along side SOS (i.e. with the framework).
You may be interested in knowing that Visual Studio 2012 RC has extended support for loading SOS. To enable this you must install both the platform SDK and the device driver SDK. If you do that, you get new transport protocols for both user and kernel mode debugging. Select the appropriate protocol to enable the new Debugger Immediate Window. From here you can load SOS and do pretty much all the SOS stuff you can do in WinDbg.