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this snipped using the windows debugger (shipped with win 2k and after) was very helpful in tracking a problem:

set _NT_DEBUG_LOG_FILE_OPEN=debug-log.txt
ntsd -v -c "kb;q" .exe

also, you might want to read this awesome article:
http://blogs.msdn.com/pfedev/archive/2008/09/26/all-the-ways-to-capture-a-dump.aspx

and generally:
http://blogs.msdn.com/pfedev/

have fun debugging

"A Pattern for Secure Graphical User Interface Systems" by "Thomas Fischer and Ahmad-Reza Sadeghi and Marcel Winandy"
in "3rd International Workshop on Secure systems methodologies using patterns (SPattern'09)". Publisher: IEEE