Actually, there is a problem (afaik) with the current setup:
http://bugs.freepascal.org/view.php?id=19044AFFAIK All 3 parts of the equations (Lazarus, gdb, and fpc) had a lot of issues with 64 bits (at least on windows)
It looks like the above problem is an fpc problem.
I do not have 64 bit, so I can not test it.
but for all I read (mailing list, and other bugs), there is a combination of the 3 that actually can debug on win 64.
As for Lazarus, you definitely need 0.9.30, all previous versions did not do 64 bit debugging (well 0.9.29 did as of December 2010 or something like that).
As for GDB, I believe 7.2.5 (the one that comes with lazarus) is the best choice, but you can check the lazarus-binaries svn, there is a previous version too.
As for FPC, some fixes or trunk version is or was bale to do it. (write the correct debug info)
As in the bug I linked it looks like the released vrsion of fpc, does not do that (but that is my interpretation only)
You can try trunk, but it may be you need an svn version from a few weeks (or maybe 2 or 3 month) back.
As I said, I can't test it, so i can't tell which version works.
See the bug report, for how to get the actual error, and check if it is the same...