VS2005无法进行DEBUG：Binary was not build with debug information.

 Its not an installation issue, the problem is, as the error message suggests, that you have not built your project with debug information.

To do this:
1) Goto Project->Properties
2) Make sure "Configuration" at the top is "Debug"
3) On the left, select "C/C++", then "General"
4) On the right, change "Debug information format" to "Program Database for edit and continue (/ZI)"
5) On the left, Select "Optimization"
6) On the right, Change "Optimization" to "Disabled (/Od)"
7) On the left, select "Code Generation"
8) On the right, change "Runtime library" to "Multi-Threaded Debug (/MTd)"
9) On the left, expand "Linker" and select "Debugging"
10) On the right, change "Generate Debug info" to "Yes (/DEBUG)"
11) Rebuild your project.