Well, if you never see it again, I wouldn't worry too much. But you might want to check your memory dump settings so you'll have a file should you crash again.

From the KB article I linked earlier:
Spoiler Alert, click show to read: 
Configure the dump type
To configure startup and recovery options to use the small memory dump file, follow these steps.

Note Because there are several versions of Microsoft Windows, the following steps may be different on your computer. If they are, see your product documentation to complete these steps.
Click Start, point to Settings, and then click Control Panel.
Double-click System.
Click the Advanced tab, and then click Settings under Startup and Recovery.
In the Write debugging information list, click Small memory dump (64k).

To change the folder location for the small memory dump files, type a new path in the Dump File box (or in the Small dump directory box, depending on your version of Windows).
I believe those instructions are for WindowsXP, but the procedure is very similar under Vista/7.