DebugView is freely available from Sysinternals at www.sysinternals.com/Utilities/DebugView.html. Don’t let the price fool you; DebugView is an invaluable tool that will make rootkit development much easier. Download and create a shortcut for this utility before going too much farther.
You can also download Diskmon, Filemon, and Regmon from Sysinternals. These utilities can monitor disk, file, and registry activity, respectively. Debugging statements won’t always be able to tell you what’s happening, but these utilities will. Adding them to your toolkit and creating shortcuts to them will make development that much easier. Eventually things will get complicated, as they always do; and when that happens, you’ll want all the help you can get.