Mdbg is a managed debugger and is part of the Microsoft SDK (located on my workstation in the folder C:\Program Files (x86)\Microsoft SDKs\Windows\v7.0A\Bin\x64)
http://msdn.microsoft.com/en-us/library/ms229861.aspx Manual
Trace down a handled exception
List all processes
mdbg> a
Active processes on current machine:
(PID: 3152) c:\windows\system32\inetsrv\w3wp.exe
(ID: 2) /LM/W3SVC/4/ROOT-1-129570171253986906
(ID: 1) DefaultDomain
Please choose some process to attach
mdbg> a 3152
mdbg> g
Wait for error
[p#:9, t#:34] mdbg> w
Prints the stack trace