I guess you have Vista RTM version, right?
Without a crash dump, it's hard to say where is the problem.
I found several reasons why memory.dmp is not created:
• The Memory.dmp file already exists and the option Overwrite Any Existing File (found in Control Panel System) is not selected. It is a good idea to leave this box checked and to move or copy the current Memory.dmp file.
• The paging file on the boot drive is not large enough. To use the "Write Debugging Information To" feature to obtain a complete memory dump file, the paging file on the boot drive must be at least as large as physical memory + 1 MB. When you create a kernel memory dump file, the file is usually around one-third the size of the physical memory on the system. Of course, this quantity will vary, depending on your circumstances.
• The paging file is not on the %systemroot% partition. When the STOP error occurs, the system crash dump is written out to the pagefile on the root of the %systemroot% drive.
• There is not room for the Memory.dmp file in the path specified in Control Panel for writing the memory dump.
• It is possible that the SCSI controller is bad or the system crash is caused by a bad SCSI controller board.
• If you specify a non-existent path, a dump file will not be written. For example, if you specify the path as C:\Dumpfiles\Memory.dmp and no C:\Dumpfiles folder exists, a dump file will not be written.
Unfortunally, you've already written, you moved pagefile to your boot volume and still nothing... ahhh...