Hi,
See if your settings are set thus:
Open the run application.
Type sysdm.cpl in the run box and click ok.
Look across the top of the system properties box for 'Advanced' and click that.
Look for 'Startup and Recovery' near the bottom and click 'settings'.
Near the bottom you'll see a drop down menu under the heading 'write debugging information'.
In the drop down menu choose ' small memory dump (256KB)'
Under 'small dump directory' make sure it says %SystemRoot%\Minidump.
Click ok and your good to go.
If you do manage to get a dump file please post and we'll take a look.