This article is incomplete, and is therefore misleading. It only works in a very limited case: You are *just* using C. That is only allocating using malloc and free.
If you are using c++ and therefore using new and delete you are flat out of luck.
If you are using c++ and follow the instructions here, you will not get the detailed output report when you leak memory, but you will get merely the less detailed and therefore useless memory leak report. i.e.
{18} normal block at 0x00780E80, 64 bytes long.
Data: < > CD CD CD CD CD CD CD CD CD CD CD CD CD CD CD CD
In order to get the file and line number to work you need to manually redefine new in your code.
This is done by undefining new, and redefining it to point to the debug versions that take a file and line number.
This really should be documented better.