Gather dump on OOM exception

Gathering dump on exactly OOM exception. I didn't make this post by myself, as I found a pretty good one on the internet. Possibly I'll make some concretized repost later, if there is a need in it.

http://blogs.msdn.com/b/kaushal/archive/2012/05/09/using-debugdiag-to-capture-a-dump-on-first-chance-exception.aspx

For most situations you should follow exactly these steps EXCEPT OF Step 5:

Action type for unconfigured first chance exceptions: Full Userdump Log Stack Trace
Action Limit for unconfigured first chance exceptions: 10 1 

You do not need full user dump for every exception, especially for handled exception. We need full dump only for OOM case, and possibly a log for other exceptions.