I don't seem to have the option to open 'Dump Files (*.dmp; *.mdmp)' in Visual Studio
Debugging with WinDbg
WinDbg is shipped with the Debugging Tools for Windows, and it is considered the most powerful windows debugging tool. It is truly a tool for the expert. As a senior developer I am often called upon to 'fix the problem' which is usually a production problem that cannot be reproduced in test. Since this has become a frequent occurence, I have decided to take on learning how to use WinDbg. Some good resources I've found so far include the Microsoft Patterns and Practices document 'Production Debugging for .Net Framework Applications' and John Robbins' Debugging Applications for Microsoft .Net and Microsoft Windows.
Why Can't I Open Dump Files?
My current employer provides the development team with a 'corporate' install of Visual Studio .Net 2003, which includes only the features they think we need. Since most development is done in C# and some in VB.Net, C++ is not included in the install. I believe C++ is required to open dump files in Visual Studio .Net. You can see what languages and tools you have installed by going to Help -> About Microsoft Development Environment...
I wonder why I would have to have C++ installed to open dump files? Presumably it is expected that dumps are generated for native C++ code, and if you don't develop in that language you don't look at dump files. Maybe it is not useful to look at a dump of managed code in Visual Studio? I imagine you would have to load the SOS debugger extension to debug a dump in studio, I seem to be having more luck using WinDbg anyway. Stick with WinDbg, I sure it's worth the effort to learn.