Often, we don't need a full .dmp. All we really need is the Stop code from
the BSOD. Win2K/XP shows us the BSOD, but then reboots immediately before
we have a chance to read it - or even realize that it appeared, sometimes.
If you change Win2K's default setting for (what to do in case of) System
failure, by deleting the check from the box that says Automatically restart,
it will no longer automatically reboot before you can read the screen. It
will simply halt, with the BSOD onscreen, and you'll have all the time you
need (until you press the computer's Reset button) to study it. If you
can't figure it out on your own, post the Stop code and related info here
and somebody should be able to help.
I've forgotten how we did it in Win2K, but in WinXP we get to that screen
from System Properties | Advanced | Startup and Recovery / Settings.