OK, I mostly have it working. I switched over to using the Olimex openocd.exe. I'm not sure if that matters. I also specify a different config file, and olimex-arm-ocd-h.cfg in the config options:
And I had to alter the config file I found. There was a -variant switch in the file that wasn't valid. I'm not sure what the original author was trying to do, but I just removed the switch, and it seems to work.
Now I have one more issue.
I have "Start OpenOCD locally" checked, but it doesn't start it locally. I have to use the command line to start openocd.exe with the proper options, and leave it running in the command window. Then I can go back to the IDE, and debug.
Does anyone know how I can get the IDE to start openocd.exe for me when I begin a debug session?