I had installed Visual Studio 2008 64 bit version on Windows Server 2008 and after install it complains about this error. Tried the specifed solution but remote debugging components are not a part of the features list in install setup. So digged down the install cd and found
"Remote Debugger/x64" folder. There we go found the installer about which Visual Studio was complaining. Error is gone! And I can hit F5 in my project without any errors :-).
Thought I will post this if someone might end up in same situation and so don't have to waste time digging around for solutions.