You know how Microsoft collects all that information every time an application or the OS crashes? It is a cool idea and very valuable. You may have noticed that video drivers don't crash systems nearly as much as they did just a couple years ago. Wonder why? Because all that feedback has allowed the card vendors to make higher quality drivers.
You may have wished to implement something like this in your applications too. It may be possible to do it through Microsoft's mechanism, I honestly don't know - but I expect it wouldn't be easy or free. http://www.exceptioncollection.com appears to be one attempt to provide such a service on the web for free. I haven't used it, so I can't speak for how well it works, but I gotta say that the concept sounds quite attractive for some types of application.