Pretty much the same as other versions of Windows, only the names have been
changed to protect the guilty.
Control Panel -> System -> System Properties -> Advanced; Startup and Recovery.
By the way, the dump files don't cause the BSOD, a crash causes the BSOD
which causes a dump if you don't tell it otherwise. You need to figure out
what is crashing to stop the process. (In my experience since NT days it is
almost always a driver problem by YMMV.) If your problem is that you can't
read the BSOD quickly enough, you can tell the system to not reboot on
errors while you are at the Startup and Recovery window.
As for reading a .dmp file, try
http://support.microsoft.com/kb/315263