There is something annoying about Windows Error Reporting: The minidump created after a crash is removed once we close the WER crash notification window. Greggm explains in his blog how to avoid this:

• basically move to the %tmp% directory
• find the .dmp file recently created and
• change it’s attribute to read-only.

Gregg explains how to do this by command line but it’s possible to achieve the same goal with windows explorer. greggm’s WebLog : Debugging Windows Error Reporting