You don't have to send those if you don't want to or if sending them causes
you a problem. The reports go to Online Crash Analysis. They accumulate the
data for common Windows errors so that fixes can be added to Windows
Updates.
Although OCA does allow you to go back to the site where you might find
references for your errors (requires a .net passport), that's not the main
purpose of Error reporting.
There is usually a record of the error message in Event Viewer. That can be
used to look up articles at the Microsoft Knowledge Base or you can relate
the Event Viewer information to technical support when/if you contact them.