Below you see the sad state of affairs that comes from not using the public symbol server:
This is not the callstack you want to see. With only exports loaded for ntdll.dll you are missing the whole show. What you need is the public symbol server! (Don't bother clicking on this link, use this URL in Symbol settings dialog in VS, not internet Explorer: "http://msdl.microsoft.com/download/symbols").
If you add the public symbol server, be sure to cache those symbols locally. If you don't use a cache devenv will hit the network on each module load. Below you can see the improved callstack, and the heading in the modules window that shows the public symbols are 'stripped' of source information.
From other tools that support symbol server you will need a slightly more verbose syntax as the cache and the server are specified on one line:"srv*c:\symcache*http://msdl.microsoft.com/download/symbols;"