We tested using this download of Dev C++.
Any program built using the default Dev C++ settings will generate a binary image that contains debugging information that is in a format that our tools cannot read. The MingW compiler can create debug information in many formats, including COFF and STABS, both of which our tools support. You can turn these debugging formats on using the -gCoff and -gstabs flags. We recommend using STABS symbols.
Configuring Dev C++
Open the Project Options… dialog from the Project menu.
Choose the Parameters tab. Add the option -gstabs to all three columns. Click OK.
Now that you have configured the debug options all you need to do is to rebuild your project to ensure the debug information is present.