D3DX: MEMORY LEAKS DETECTED: 159 allocations unfreed (3312 bytes)
D3DX: Set HKLM\Software\Microsoft\Direct3D\D3DXBreakOnAllocId=0x2fd0 to debug

Hello,
When I raise the level of the debugging, the debugger stops at some mysterious place. The stack is vague.
I don't know how to attach MFC/SDK and DirectX symbols to the IDE/debugger. Any good readings for me?
Thanks
Jack