Hi,
You need to make sure C/C++ compiler options /Od /Zi (no optimization + generate debug info) finally get to compiler command line and /DEBUG option gets to linker command line.
The structure of makefiles is different for different samples. Sometimes the sample has single makefile (usually Makefile in sample's root directory), sometimes. if application contains sub-projects (like libraries), there are additional makefiles (*.mak) in sub-project root directory.
You'll need to change CFLAGS, CXXFLAGS, LDFLAGS variables in makefile (not sure if their names are equal in all makefiles). In case of problems, please specify the samples you want to modify.
Regards,
Sergey