I run Debug Diagnostic tool on my windows server 2008. It created dump files. Because my asp.net application gives an exception time to time.
I need step by step ins
I think you might want to buy Advanced Windows Debugging. There isn't anything nearly good enough on the web for you to learn this well.
http://www.amazon.com/Advanced-Windows-Debugging-Mario-Hewardt/dp/0321374460/ref=sr_1_1?ie=UTF8&qid=1305567440&sr=8-1
You can check out the book site here:
http://www.advancedwindowsdebugging.com/
For some other resources