The symbols to the debugged binaries have to be downloaded or located in the symbol path for the debugger to be able to show more than the entry points of the binaries. This has to be done once per computer, and it's possible to copy the symbols to similar machines.
1) Start WinDbg
2) On the command line write
.sympath srv*downstreamstore*http://msdl.microsoft.com/download/symbols
.symfix <Path where you want to store the symbols, I use: c:\temp\symbols>
.reload /f /i
To download Symbols for EPiServer use the symbol server at
http://symbols.episerver.com/