Open Visual Studio. Goto Tools->Options
Expand the “Debugging“ node
Click on the “Symbols“ node under “Debugging“
Click on the icon that looks like the new folder icon to add a new .pdb location
Type the following for the location “smysrv*symsrv.dll*c:\symbols*http://msdl.microsoft.com/downloads/symbols“
In the Cache symbols from symbol servers to this directory, enter the local path you used in step 5. In this case “c:\symbols“
Click Ok.
（一般似乎都是srv*DownloadStore*http://msdl.microsoft.com/download/symbols的形式，不过这种形式在VS2005下可以工作，
不知道WinDBG下是否可以。）
From: http://geekswithblogs.net/mskoolaid/archive/2005/12/17/63418.aspx
或者也可以参考：http://blogs.msdn.com/heaths/archive/2005/04/27/412764.aspx
http://blogs.msdn.com/heaths/archive/2005/04/27/412658.aspx