This can have multiple causes, often some driver issue. First try to get the complete error, then http://search.msdn.microsoft.com/Default.aspx?brand=msdn&locale=en-us&query=0x000000f4
The dumpfile is normally loacted in %SystemRoot%\MEMORY.DMP, unless you changed the default value.
If you want to get the BSOD on screen (if you KVM attached) on your WHS do Start, right click My Computer, select properties, go to advanced tab, Startup and Recovery, Settings, uncheck Automatically Restart
Instead of diagnosing you can also try:
1. Use the latest BIOS, make sure settings are not to aggressive (especially memory timings)
2. Make sure all updates are installed
3. If possible use MS supplied drivers
4. For third party drivers always get the latest stable version.