These steps outline how to install and configure WinDbg correctly to analyse Windows Dump files and IIS Debug Diagnostics files amongst others.
Setup Guide:
1. Install WinDbg
- Navigate to Debugging tools for Windows on the Microsoft site and download the Windows Driver Kit (WDK) file from here. (Please bear in mind that as at the time of this post, Microsoft in their infinite wisdom 
have merged the standalone version of the tool as part of the Windows Drivers Kit). Click here for direct link to download.
- Run the downloaded MSI application package -> click Next (Bear in mind that if you were debugging a 64-bit version of Windows you will require the 64-bit version of the debugging tools and install on a 64-bit version of Windows)
- On End-User License Agreement page -> Select I Agree -> click Next
- On the Select an Installation Type -> For the purpose of this post, I’ll select the Complete package -> click Next
- On Ready to Install page -> click Install
- Click Finish when installation is completed
2. Configure the Symbols
- Load up the debugging tool by clicking on Start -> All Programs -> Debugging Tools for Windows -> Windbg
- Click File -> Symbol File Path… -> enter the following text into the window “SRV*c:\WINDOWS\symbols*http://msdl.microsoft.com/download/symbols” without the quote (“”)
(Note: The path at the front can be changed i.e. c:\windows\symbols, this is just the store for the file that need to be downloaded) -> click OK
3. Analyzing Dump Files
I am not going to analyze any dump files in this post but my aim here is to ease your search and provide you with links to very useful sites that have already documented steps needed when debugging a dump file. All dump files varies depending on the type of crash, this includes Memory Dump, IIS Application Pool Crash Dump,
- Basics of Analyzing a Crash dump
- Checking a dump file for WCF throttles
- Analyze “Deadlocked Schedulers” Dump
- Troubleshoot OutOfMemoryExceptions
Getting started with windbg – part I
Getting started with windbg – part II
- Debugging tutorials in codeproject
Debug Tutorial Part 1: Beginning Debugging Using CDB and NTSD
Debug Tutorial Part 2: The Stack
Debug Tutorial Part 3: The Heap
Debug Tutorial Part 4: Writing WINDBG Extensions
Debug Tutorial Part 5: Handle Leaks
Debug Tutorial Part 6: Navigating The Kernel Debugger
Debug Tutorial Part 7: Locks and Synchronization Objects
4. Useful WinDbg commands
- Crash Dump Analysis Checklist