No that file doesn't exist either auggy.
Make sure you do not have an application set up to delete dump files such as CCleaner.
But it may that for some reason dump files are not being created.
Can you provide the following information which may help determine any issue(s):
Windows Key + R > type msinfo32 in the "Open" box > OK > File > Save > then save as an .nfo file
Then make the resulting .nfo file available via a public folder on OneDrive or similar site.
Also, can you do the following:
Windows Key + R > type eventvwr in the "Open" box > OK > expand "Custom Views" and then right-click "Administrative Events" > select "Save all events in Custom View As" and save as an .evtx file
Then make the resulting .evtx file available via a public folder on OneDrive or similar site.
Here's a link on using OneDrive:
http://windows.microsoft.com/en-ca/onedrive/share-file-folder