Hmm ok, I checked and I can debug Lesson 6 fine here, with the exact files and config as in the download.
The warning about SOIL just sais, that there are no debug symbols for the library, and you probably don't want to jump into the SOIL library while debugging anyway.
It doesn't say anything else, not even ask you whether you want to run in fullscreen or windowed mode?
Checking it again, it seems to execute and debug properly despite the warnings. Did you receive the same warnings when you attempted to compile? They're a bit of an annoyance, and if there's any way to make them disappear without shuffling them under the rug, that'd be cool. I'm using Visual Studio 2008 Professional.
I appreciate the quick response and the tutorials are absolutely amazing for anyone beginning OpenGL. Thanks a bunch!
I would like to note one little thing, though. Note #2 under Lesson 1 can be quite confusing for new users attempting to follow the tutorials, as it informs you to search for the GLAUX replacement code on the main page (nonexistent at this point in time), rather than informing the user that glaux.h can be removed and the replacement will be covered in Lesson 6.