Found this via the “Start Page” in Visual Studio 2008, its a rather interesting blog post by one of the Visual Studio IDE QA Guys.
It goes into a lot of detail on how to debug application crashes and the same process can be used for hanging applications. For me the most interesting part was the “Load from Microsoft Symbol Servers” option when loading symbols, I didn’t know it was possible to get the symbols for Microsoft applications like that.
I’m not sure how often I’m going to need to debug other people’s applications, but it may come in handy next time I get a weird application hang or crash.