Program termination with error message

I would like to discuss about program termination with error message " The program perform an illegal function .."
in Microsoft window OS system ( window 8/ME).
I found this quite often and I guesh causes by some DLL function and other config file of the running program.
Some of the programs if we delete a certain config file that cause this halt the program can continue to run.
But how to know what file causes that error since some times one file may link to a dozen of files while it unning. In this case , if we uninstall the program and then reinstall again , it won't work because those specific files are record in a hidden area in window registry and not remove when we uninstall it. So how we can solve such problem.