Starting with Vista, MS introduced the new Windows Error Reporting API (WER) and removed Dr. Watson from the system. The WER-System now directly sends by default the data to WinQual. They also changed the behaviour, that a minidump is only generated if the WinQual-Server requests this. So by default there is no way to get to a local minidump if you are not registered at WinQual (which costs 400$/year).
Several ISVs complained about this issue. And now MS added a new feature in VIsta SP1 and W2k8 to allow the creationg of local minidump regardless of the WER setting. FOr more info see: