(Thanks to David Solomon for this:  http://www.solsem.com/lab-setup.html)

WinDbg - install from http://www.microsoft.com/whdc/devtools/debugging/installx86.mspx#a

File -> Symbol File Path (or press Ctrl+S)

srv*c:\symbols*http://msdl.microsoft.com/download/symbols

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Or, set it as a system variable:

setx -m _NT_SYMBOL_PATH srv*c:\symbols*http://msdl.microsoft.com/download/symbols

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Get the SysInternals Suite from http://technet.microsoft.com/en-us/sysinternals/bb842062.aspx (or just install Process Explorer from http://technet.microsoft.com/en-us/sysinternals/bb896653.aspx)

Options -> Configure Symbols

change the dbghelp.dll path to C:\Program Files\Debugging Tools for Windows (x86)\dbghelp.dll (or adjust for x64)

Symbols path is srv*c:\symbols*http://msdl.microsoft.com/download/symbols