It might be here: "C:\Documents and Settings\All Users\Application Data\Microsoft\Dr Watson\user.dmp".
Or if there is a dump window you can follow these instructions:
On Vista 32 bit, wait for the app to crash, and while the "your app has crashed" dialog is still visible, go to Task Manager process list, right click on FormDesigner.exe, and select "Create Dump File' from the context menu. After the dump file is written, its location will be shown in a second dialog box. The "designer crashed" dialog can then be dismissed.
For Vista 64 bit, I think the dump files produced this way are probably not useful, because they will show stacks for the "64 bit side" of the 32 bit process, which is not what we want to look at. For Vista64, it is probably necessary to attach a real debugger to FormDesigner.exe and write a dump file.
On XP, if the default drwtsn32 post-mortem debugger is installed, the dump of the last crash is available at "C:\Documents and Settings\All Users\Application Data\Microsoft\Dr Watson\user.dmp". If the user has installed a different post-mortem debugger (e.g. visual studio) or disabled things somehow, then an ad-hoc dump can be made by waiting for the "designer crashed" dialog, and leaving that open. Then go to task manager's process list and note the process ID of FormDesigner.exe. Then bring up a command prompt and type:
Drwtsn32 -p designer_PID
where designer_PID is the process ID of FormDesigner.exe found in task manager. After that, the "designer crashed" dialog can be closed, and the dump will be found in "C:\Documents and Settings\All Users\Application Data\Microsoft\Dr Watson\user.dmp".