If you experience an application crash, please send the minidump file to me as an email attachment (jukka.merinen@redlynx.com). If the minidump file is too big, you can try compressing it inside a ZIP archive.

Here's instructions how to save a minidump file from an application crash.

Windows XP

When an application crashes you will see a window like this. Click the button highlighted in the screenshot:

Click the highlighted button to view file details:

Now you will see a list of files like this:

The file with the .mdmp extension is the file that you're looking for, other files are useless.

Windows Vista
(Screenshots taken from Fallstar's post)

When an application crashes Windows Vista tries to look for solution to the problem and you will see a window like below. Don't click cancel.

After a while Windows will ask if you want to submit information about the problem. Click Show Details.

You will see a list of files, and there should be one file with .mdmp extension. That's the file you're looking for.