Normaly microsoft based system will create dump file during BSOD(Blue screen of death)
It is will create with *.DMP

How to read the file?

Install the debugging tools
To download and install the Windows debugging tools, visit the following Microsoft Web site:
http://www.microsoft.com/whdc/devtools/debugging/default.mspx (http://www.microsoft.com/whdc/devtools/debugging/default.mspx)
Select the Typical installation. By default, the installer installs the debugging tools in the following folder:
C:\Program Files\Debugging Tools for Windows

Open the dump file

To open the dump file after the installation is complete, follow these steps:

1. Click Start, click Run, type cmd, and then click OK.
2. Change to the Debugging Tools for Windows folder. To do this, type the following at the command prompt, and then press ENTER:
cd c:\program files\debugging tools for windows
3. To load the dump file into a debugger, type one of the following commands, and then press ENTER:
windbg -y SymbolPath -i ImagePath -z DumpFilePath
kd -y SymbolPath -i ImagePath -z DumpFilePath

Check out
http://support.microsoft.com/kb/315263