Check the Control Panel > Administrative Tools > Event Viewer. You may
find the error message in the lists here.
Alternative: Press ALT-PRINT, then open PAINT and press CTRL-V to
paste the screenshot of the dialog window to print it out.
There is a great utility called Kleptomania. This will allow you to select a
part of the screen with a marquee and whatever text is within will be
recognised as text and copied by the tool. You can then paste into any text
document.