When starting a Debug session in XSDK, the program cannot be loaded into the memory and the following error message is displayed:

How can this problem be solved?

When this happens, disconnect the JTAG USB cable, close SDK, and turn off the ML605.
Make sure all SDK processes are stopped after closing the SDK window. Sometimes, javaw.exe software is still running and must be close manually in the Windows Task Manager dialog box.

Make sure the DDR3 SODIMM memory is correctly connected to the ML605. To do so, remove the DDR3 SODIMM memory and insert it back.
Turn on the ML605, connect the JTAG USB cable, and reopen SDK.
Program the FPGA with the generated bitstream.
Starting a Debug session should now work.