Microsoft decided to hide that option on new OSes if the machine has more than 2GB RAM - for some reasons.
(note that the dump will be as big as the installed memory)
Here's some more info on that:
http://support.microsoft.com/kb/254649/en-usBasically, the complete dump can be enabled by putting the value 1 into CrashDumpEnabled in the registry key
HKEY_LOCAL_MACHINE\System\CurrentControlSet\Control\CrashControl
However, there are some conditions (the page file must be at least as big as the size of RAM (or slightly bigger), and I believe it has to be on the system volume.