Symbol search path
In the Symbol search path window enter the following address: srv*c:\cache*http://msdl.microsoft.com/download/symbols
Note that the address between the asterisks is where you want the symbols stored for future reference. For example, I store the symbols in a folder called symbols at the root of my c: drive, thus: srv*c:\symbols*http://msdl.microsoft.com/download/symbols
Make sure that your firewall allows access to msdl.microsoft.com.