The Customer Support Diagnostics package for Microsoft Windows XP consists of important tools and data to help you diagnose any system problems that arise with Windows XP. When you contact Microsoft customer support for help, they will direct you to use these tools. 

Windows XP Customer Support Diagnostics contains the following: 
Symbols
Symbols are names that software developers assign to various pieces of code. The package includes both retail and debug versions of the symbols. For more information about symbols, see Install symbols.

Debugging tools
Debugging tools analyze failures and other problems that occur in the operating system and its applications. The package contains debuggers (KD, WinDbg, CDB), debugger extensions for Windows NT 4.0, Windows 2000 and Windows XP, and other related debugging tools. For more information about debugging tools, see Install debugging tools.