I was having similar problem while debugging the unmanaged code from managed one. Typically, you would get this error because of the rpc*.dll function involved in the process for which you do not have the source code. I opened the required unmanaged source file, set the breakpoint and pressed go to reach the required breakpoint in my code.
Alternatively, while you are in dis-assmbly, you can open the call stack and press Step-Into untill you see your dll function loaded in the stack.