This is usually caused by the fact that it has debugging information in DCU (third-party or Delphi native VCL), but does not have a source available in the viewing path.
Make sure you do not have “Use Debug DCU” in Project->Options-Linker . You can also open the source for any third-party components that you use (packages), change them so as not to use debugging information, and also rebuild them. You can always recompile if you find an error in them, and you need to trace it in the source.
Another thing to be sure of is that you do not have the value $(BDS)\Lib\Debug set in the library or in the view path ( Project->Options->Compiler in D2010); this will prevent debugging DCUs from being picked up when passing through the code. (Instead, set $(BDS)\Lib instead.)
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