aL_, the answer to your question is at: http://msdn.microsoft.com/en-us/library/bb787181(VS.85).aspx"> http://msdn.microsoft.com/en-us/library/bb787181(VS.85).aspx
That article describes how you can collect local dumps for yourself to troubleshoot, instead of sending dumps of your custom programs to Microsoft, never to be heard from again. I should also mention that this is effectively the replacement for Dr. Watson on Vista and Windows 7 (and of course their Server counterparts).
Corrector