Currently i have an application that leads to an exception on only one pc. After some digging around i could encapsulate the problem with a sma
DebugDiag is one of the easiest way to get memory dump based on an exception.
Look for "Configure Exception Dialog" help section within debugdiag to generate a dump based on exception.
Below is an example to generate full memory dump based on ArgumentException
DebugDiag or WinDbg is OK.
http://support.microsoft.com/kb/919789
http://www.microsoft.com/whdc/devtools/debugging/default.mspx