Yo!
recently I had a crash of the emulator when playing ffxii with the latest plugin in dx9 mode (only mode I can use since in xp) and the crappy error report in xp just told me that the reason was the gsdx. A little frustrated I went to seek a way to get error/crashes to be logged and found a little program that lets me to this easily. its called Inspector IIXII and once run it will ask u if you want the program to log crashes and hangs of programs. Easy to use and handy I thought since many have crashes and no way of reporting these to developers.
Read about it on my post in gsdx.
GSdx