Hi,
your system might not be configured to produce them. Make sure your settings are correct:
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.
You'll need to bsod again in order for a dump file to be created.