<p>How can I get a full call stack for a c++ application developed with Visual Studio 2005? I would like to have a full call stack including the code in the system libraries.</p>

<p>Do I have to change some settings in Visual Studio, or do I have to install additional software?</p>

Get debug information for all project dependencies. This is specified under the "Configuration Properties -> C/C++ -> General" section of the project properties.
On the menu, go to "Tools -> Options" then select "Debugging -> Symbols".
Add a new symbol location (the folder icon) that points to Microsoft's free symbol server “symsrv
symsrv.dll
c:\symbols*
http://msdl.microsoft.com/downloads/symbols
“
Fill out the "cache symbols" field with some place locally so you don't go to the internet all the time.