I dont use automatic saving of memory dumps myself.
I always either store the memory dump manually or attach windbg while it is running.
The TaskManager can store memory dumps.
Right click on a process and select "Create Dump File".
If you run under x64, you will need to use the 32 bit version of TaskManager to create a 32 bit dump. Otherwise it will be saved in Wow64 mode, which only gives problems.
C:\Windows\SysWOW64\TaskMgr.exe 32 bit version
An alternative is to use ProcDump from sys internals for storing dumps. It automatically chooses the correct format.
Apart from adding your own pdb files to the path, it is also important to add the symbols for the runtime library (the os).