That requires code modification, and that is exactly what I would like to avoid. The code is based on Qt and there is no chance to replace all allocation calls with microsoft specific stuff. Also, code portability is required as platform may change (what I will be recommending anyway if there is not memory debugger available at all).
I am really surprised, TotalView just a couple hundred bucks and does it perfectly on linux. Is it impossible on Windows, or... is it better than actual coding can take longer and requires instrumentation in the code? Hmm, I cannot find the right words to explain - maybe disappointment is a good one. :O