Windbg is available from Microsoft here. Don’t bother about downloading symbols packages just yet - they’re quite large (around 700MB) - it’s easier to configure Windbg to download symbols as you need them.
Symbols are information such as function/variable names/locations/attributes that are removed from executable files and DLL at compilation. A compiled programme doesn’t need this information, thus removing it makes for smaller executables. For the debugger to function successfully, it will need a symbol file. Microsoft distribute their symbol files (not all developers do), so debugging OS crashes is a lot simpler.
Once you’ve installed Windbg, follow the following steps to configure Windbg to download the symbols as needed.
SRV*c:\foo*http://msdl.microsoft.com/download/symbolsc:\windows\system32; c:\windows\system\system32; http://www.alexander.com/symserveThe addition of the image file paths will allow you to handle minidumps from another machine.