For your convenience , here is that online help link:
http://msdn2.microsoft.com/en-us/library/d493t3ew.aspx
Hope this helps.
Thanks for your feedback.
Rupesh
Note: The reason you get the error is because you are referencing components which do not contain debug info.
If you added the reference by browsing to the component check that the path is pointing to the component with debug info. (ie. the Debug folder, not the Release folder)
Tip: reference the .Net project rather than the built components. (add the component project to your solution). Check the Project Properties of your component. Build -> Configuration should be set the "Active (Debug)"