<p>An app I'm writing always crashes on a clients computer, but I don't get an exception description, or a stack trace.<br>
The only thing I get is a crash report that windows wants to send to Microsoft.<br>
I would like to get that dump file and investigate it myself, but I cannot find it.</p>

<p>When I "View the contents of the error report" I can see the different memory dumps, but I cannot copy it or save it.</p>

You can use the
Windows debugging tools
to view the crash dump. To get the most use out of it, you'll need an exact copy of the symbols for that application (i.e. same version).
Have a look at
Tess's blog
for tutorials on how to use the Windows debugging tools. I refer to her blog constantly whenever I'm in need of analysing crash dumps.