Your ?? About reporting a BUG, 1st, in Windows, (I can't speak about MAC OS's), you do not need to send the bug report at all!
2nd. The program (like Windows Explorer) will usually be the one that crashes and gives you that message. It will restart itself, so you are fine there. I hope that answers your question. For some reason your question didn't show up as a question so I was unable to quote it. Oh and some people beleive that Microsoft gets MORE information about you and your computer when you send a bug report. I do not know about that, BUT I do think it's possible. But with all the times that I've had that report, I would think they would be overwhelmed with info! :)