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You should start with Debugging Tools for Windows. This is a part of the Windows SDK. It is also part in parcel of the Windows Driver Kit, which you use compile additions to the tools.
Once you get into the WDK, the world is at your fingertips. I want to get to creating my own extension to the WDK. Unfortunately we have app crashes too frequently on our system. Time to investigate them and figure out what we need to do to eliminate them.