It doesnt bring up a max crash dialog unfortunately. it just stops responding completely. the only way to exit it is to end the process.
Please check the article again. I meant this part:
2. Reporting Error Messages
If you are experiencing a recurrent error that you are able to reproduce (for example a window shows up in 3ds Max saying "DEBUG ALERT"), please use this tool:
Process Explorer
When the error message appears, run the Process Explorer, find "3dsmax.exe" process (it is usually visible after clicking the + icon next to "explorer.exe"), select 3dsmax.exe and go to Process > Create Dump > Create Minidump... then save the file in a desired location and upload it to us using the Corona Uploader.
Create the dump when 3ds max is frozen.