It’s setup to save Minidumps.
A lot of Windows keys you get with PCs or in stores are for reinstall or upgrade only, you usually need to buy one that works on a fresh PC/drive by itself.
Try these links:
http://support.microsoft.com/kb/982091 (This one might be highly relevant)
For STOP 0xA, can you please make sure all your drivers are fully up to date, and there’s nothing driver-less listed in Device Manager.