Read this article about how to set up a Source Server (aka SrcSrv) integration at your site.
I took the time to follow these steps for our codebase, and now we are able to take a .dmp file from any build of our software in the past 6 months... get a stack trace with symbols... and view the exact source code lines in the debugger. Since the steps are integrated into our automated builds, there's very little overhead now.
I did need to write a custom indexer for ClearCase, but they have pre-existing ones for Perforce, TFS, and maybe others.
It is worth noting that the .dmp support in VS2005 is a little shaky.. it's quite a bit more stable in VS2008.
You'll also need to configure Visual Studio to grab the symbols for the MS products from here in addition to your own symbol server:
http://msdl.microsoft.com/download/symbols
That is described in a few places such as on the Debugging Tools for Windows site.