[solved] I finally reinstalled C::B aside 'VC++ Toolkit 2003' and 'Platform SDK' which provides the missing crtdbg.h file (in [pSDK_folder]\Include\crt). The process is described in:
What I am still missing now are precompiled headers which is available, as I understood, only for MinGW in rc2. I assume that it will be soon implemented on other compilers.
In fact, I only the "core SDK" of 'Platform SDK', and then I get the crtdbg.h I need.