unable to step into function

As description says it, i am unable to step into one particular function as i hit F11. Visual Studio just skips it. Both VS10 and VS6 behaves like that. Interestingly enough, VS6 doesn't even stop the program when i put a breakpoint in the function, calling that particular function. I can step into it from other function however using F11 and step through code with F10. The function which i'm trying to step into is in separate dll (cgxgrid). I have set the include, library and source paths for these dll, and i can browse the functions using F12 when not debugging, but debuger just skips it without asking for for sources, doesn't even showing disassembly (i set the option to show it, no difference). I also checked (what it seems for me) all the settings in debug options and project options and tried various combinations regarding to code stepping. What could be I missing? Very thankful for all the help if you could give some.
If the debugger hasn't loaded symbols for the library (the .pdb) it doesn't know what's in it.

When you start the process in the debugger, it writes all the modules loaded and whether symbols were found for that module or not.
Yes that may be the case, but how could i fix it? I mean if there's no .pdb files how can i generate those?
You can't. If you feel up to it, you can open the Disassembly window. When watching that you'll be able to step into the function, but you won't see any source code (as you haven't provided any).
I actually have the source code of those functions. Otherwise i wouldn't be wandering why i can't step into it. And i have found the .pdb file for that dll with the function i can't step into. And, if i remember correctly (since i postponed that bug) i can step into other functions from that dll (hence the same pdb file). Could it be that visual studio could be unable to actually find the one he needs for some reason? Because it is rather complicated call, going through several template base functions and non-direct call from derived template class, whose function, which is called, is pure virtual and is implemented somewhere else (i haven't determined exact location yet).
Early versions of Visual Studio need the exact PDB that was built with the DLL. Later versions are more flexible.

Have you checked the Output Window to see what it says about your DLL and sybols?
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