Found the registry entries that issues that message from a help file on Dr. Watson, a error debugger program on xp.
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QUOTE
The system looks in Registry Editor under the key \WindowsNT\CurrentVersion\AeDebug for the entries named Debugger and Auto. The value for the Debugger entry specifies the command for the debugger that will be used to analyze program errors. If the value for the Debugger entry is found, the system checks to see if the value for the Auto entry is set to zero or one.
If the value for the Auto entry is set to zero, the system generates a message box that notifies you that a program error has occurred. If the value for the Debugger entry specifies the command for a valid debugger, the message box will display two buttons: OK and Cancel. If you click OK, the program is terminated. If you click Cancel, the specified debugger is started. If the value for the Debugger entry is empty, the message box will display only OK, and no debugger will start.
If the value for the Auto entry is set to one and the value for the Debugger entry specifies the command for a valid debugger, the system automatically starts the debugger and does not generate a message box.
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Therefore, I set the Auto entry to 1 and hopefully, I will no longer get that debug message when a program crashed.