Stub won't start
1> Open the log and see if there's a meaningful error.
2> Something else is using that port and IP combination, is another stub running (view in task manager), is a web service running? Try another port.
3> Wrong IP, the IP doesn't exist on the machine
4> Perfmon - to enable perfmon you need to launch the stub as administrator (right click and run as administrator). This is so it can access the registry and add the counter in.
Requests don't return anything
1> Check you have a suitable match, in responses check the details are correct and that a page to be returned exists
2> Check for a protocol violation, for example two carriage returns/line feeds are required after the last header. Fiddler (http://www.telerik.com/fiddler) is a great tool for diagnosing protocol errors.
3> Use logging. This is only recommended when not under load. Logging will show the requests coming in and where they match or fail to match rules.