I have just stated using VLDm, and am so far disappointed.
I have added it in as directed and get no leaks when I know there are some present: All I see is:
'Gatekeeper.exe': Loaded 'C:\Windows\SysWOW64\nsi.dll', Cannot find or open the PDB file
__Visual Leak Detector Version 2.3 installed.
Dumping objects ->
Object dump complete.__
'Gatekeeper.exe': Loaded 'C:\Windows\SysWOW64\version.dll', Cannot find or open the PDB file
The leaks are seen in perfmon.