The following comments refer to WinDbg:
The dumps are normally located in c:\windows\minidump\
or %systemroot%\minidump\
If you see no minidump>
Enable Minidump's in Windows XP:
http://www.cakewalk.com/Support/ProblemReporter/minidump.asp'No minidump' can also be because you're getting a total crash before Windows has a chance to produce a crash dump. In such a case you would scan the Hard disk for errors running the command chkdsk /r
Absence of Minidump could also be due to deteriorating motherboard capacitors, or flakey(unstable) power supply.
Also: "How to read the small memory dump files that Windows creates for debugging":
http://support.microsoft.com/kb/315263You can download windbg from this microsoft website.
http://www.microsoft.com/whdc/devtools/debugging/default.mspxDebugging Tools and Symbols: Getting Started:
http://www.microsoft.com/whdc/devtools/debugging/debugstart.mspxHow to Verify Windows Debug Symbols:
http://support.microsoft.com/kb/148660A new Training Aid>
My machine keeps bluescreening, how can I look at the dump?
http://blogs.technet.com/brad_rutkowski/archive/2006/09/09/455032.aspxThe Offline Crash Diagnostic tool for Windows XP is available
http://support.microsoft.com/kb/923800Finally...
The ABC of Blue-Screen Dump Analysis:
http://blogs.microsoft.co.il/blogs/sasha/archive/2008/06/28/the-abc-of-blue-screen-dump-analysis.aspx