I use Visual C++ 2005 Express and for some of my projects, such as my "WAV file sample rate generator" or my test program, I get, upon closing it, "binary was not built with debug information". This is likely the cause as to why breakpoints are not working at all. I made sure I'm in the "debug" option instead of "release", but every time, I get the note that the binary wasn't built with debug information. How do I get it to be built with debug information so I can use the step-by-step process of how the code executes.

For some reason, however, my 2D game has this debug info built into the binary, but this uses Windows components. The ones I want it for just use a basic command prompt window since nothing special is needed.