When I'm debugging, I would like to exclude certain directories - for example, every time a class is instantiated, my debugger steps into Doctrine's ClassLoader::loadClass() which is annoying... I tried adding those directories I want to exclude in Settings / PHP / Debug / Skipped Paths, but that doesn't help...
Xdebug does not support skipping directories while either debugging or profiling yet. This is something that I want to add. There is a feature request at http://bugs.xdebug.org/view.php?id=901. It seems Jetbrains also has a ticket for this: http://youtrack.jetbrains.com/issue/WI-4722