My minidumps happen during single player games, and I'm frustrated, I get 5-10 minutes into the game and it dumps, and I cant locate the minidump file
Your minidump files should be located exactly where the FAQ indicates they are.
I would suggest copy pasting the path to your windows explorer address bar.
XP: C:\Documents and Settings\username\Local Settings\Temp\Sins Dump
Vista: C:\Users\username\AppData\Local\Temp\Sins Dump
You of course replace 'username' with your windows user name - eg. 'administrator' or 'bob' as the case may be.