You can configure the memory dump options at Control Panel / System / Advanced / Startup and Recovery.

The memory dump options are:

None - No memory dump is generated.

Complete memory dump - Records the entire content of memory. Your page file on the boot volume must be at least RAM + 1MB. If a second dump occurs, the first dump at %SystemRoot%\Memory.dmp is overwritten. The dump is limited to 2GB.

Kernel memory dump - Records on kernel memory, kernel driver memory, and HAL memory. This should be sufficent for most purposes.If a second dump occurs, the first dump at %SystemRoot%\Memory.dmp is overwritten.

Small memory dump (64 KB) - In addition to the stop message and parameters, this dump includes a list of loaded drivers, the processor context, the process ands kernel context, the tread context, and the kernel-mode call stack for the stopped thread. This dump will not help solve problems that are not directly caused by the running thread. Multiple versions of this type of dump are stored and listed at %SystemRoot%\Minidump.

You can load complete and kernel memory dumps with a standard symbolic debuggers, I386kd.exe.

You can download the latest Windows debugging tools from http://www.microsoft.com/ddk/debugging/default.asp.

The Startup and Recovery options are held in the registry at HKEY_LOCAL_MACHINE\CurrentControlSet\Control\CrashControl.

 Value   Type   Default   D e s c r i p t i o n 
 CrashDumpEnabled   REG_DWORD   Pro=0x3, Server=0x1   0x0 = None, 0x1 = Complete memory dump, 0x2 = Kernel memory dump, 0x3 = Small memory dump (64KB). 
 AutoReboot   REG_DWORD   0x1   0x0 = Disabled, 0x1 = Enabled. 
 DumpFile   REG_EXPAND_SZ   %SystemRoot%\Memory.dmp     
 LogEvent   REG_DWORD   0x1   0x0 = Disabled, 0x1 = Enabled. 
 MinidumpDir   REG_EXPAND_SZ   %SystemRoot%\Minidump     
 Overwrite   REG_DWORD   0x1   0x0 = Disabled, 0x1 = Enabled. 
 SendAlert   REG_DWORD   0x1   0x0 = Disabled, 0x1 = Enabled. 

See Q244139 - Windows 2000 Feature Allows a Memory.dmp File to Be Generated.