It sounds like you have done everything right in CodeAnalyst. When you build your exe, are you generating symbols with /Zi or /ZI? Another thing to check would be are you stripping private symbols during the linking (/PDBSTRIPPED)?
Did this help?
This is a release build. I am using /Zi, /GL (enable link-time code generation) in the VS2005 C++ compiler, and /DEBUG in the linker. I am not using /PDBSTRIPPED in the linker.
If it makes any difference, I am building w/VS2005 on a WinXP32 machine, and moving the .exe and .pdb to a WinXP64 machine.
It is possible the .exe and .pdb are not from the same build; I will have to check that.