CPU captures in PIX require access to your title’s PDBs to determine the addresses of the functions to dynamically instrument, to display function names in callstacks and so on.
If you’re profiling on the same machine you just built your title on, the path to the PDB that the compiler stored in your title’s modules is typically all PIX needs to locate the PDB. However, there are scenarios in which you’ll need to explicitly tell PIX where your PDBs are located. This situation often occurs if you’re profiling your title on a different machine than the one used to build it. In this case, you can point PIX to your PDBs either by setting the _NT_SYMBOL_PATH environment variable, or by using the PDB Search Paths option on PIX’s Settings page. If you're using the _NT_SYMBOL_PATH environment variable to configure PIX to find your PDBs, remember to check the Use _NT_SYMBOL_PATH checkbox on the Settings page.