Why am I failing to capture the "this" pointer by a lambda?

Consider the following code:

class A
{
public:
    void foo()
    {
        auto functor = [this]() 
            {
                A * a = this;
                auto functor = [a]() // The compiler won't accept "this" instead of "a"
                    {
                        a->bar();
                    };
            };
    }

    void bar() {}
};

In VC2010, using this instead of a lead to compilation errors. Among others:

1>main.cpp(20): error C3480: '`anonymous-namespace'::<lambda0>::__this': a lambda capture variable must be from an enclosing function scope
1>main.cpp(22): error C3493: 'this' cannot be implicitly captured because no default capture mode has been specified

Which I don't understand. Does it mean it doesn't know if it should use a reference or copy it? When trying to use &this to force referencing, it also says:

1>main.cpp(20): error C3496: 'this' is always captured by value: '&' ignored

The temporary is not that annoying, but for the sake of curiosity, is there a way to get rid of it? What goes on when this is given to a lambda?