Make sure, your settings are correct.
1. Click Start, point to Settings, and then click Control Panel (Start>Control Panel in Vista).
2. Double-click System.
3. Click (Advanced system settings link in Vista, then --->)the Advanced tab, and then click Settings under Startup and Recovery.
4. Make sure, there is a checkmark in Write an event to the system log.
5. In the Write debugging information list, click Small memory dump (64k) (128K in Windows 7).