Debug .NET Framework's source code only shows disassembly in Visual Studio 2010

I'm trying to debug .NET Framework's source code using Visual Studio 2010 Professional. I followed the steps described in Raj Kaimal's 开发者_JAVA技巧post, but I must be doing something wrong since the only code I'm getting to see is the disassembly code:

_{(source: github.com)}

As you can see in the image, the Go to Source Code and the Load Symbols options are disabled. Nevertheless, symbols are downloaded from Microsoft's server since I can see them inside the local cache directory.

The code I'm debugging goes as follow:

var wr = WebRequest.Create("http://www.google.com");
Console.WriteLine("Web request created");
var req = wr.GetRequestStream();
Console.Read();

When I hit F11 to step into the first line of code, a window pops us looking for the "WebRequst.cs" file inside "f:\dd\ndp\fx\src\Net\System\Net\WebRequest.cs" which does not exists on my machine.

What am I missing?

In project properties, target .NET Framework 4.0. I had the same issue when I was compiling for .NET 3.5.