in response to http://www.gamedev.net/community/forums/topic.asp?topic_id=16221

The ExceptionAddress member of the EXCEPTION_RECORD parameter is the address of the instruction which caused the exception. Use this in a call to SymFromAddr in the DbgHelp library to get the symbol. The binary must be built with debugging info and you'll need to make a few calls to DbgHelp to load the symbols and get the file and line info.