Marie has done an awesome job writing up the most complete “how to file a good bug report” I’ve ever seen on paper:  http://blogs.msdn.com/productfeedback/archive/2004/09/27/235003.aspx

Two things I really want to emphasize:

This blog post has moved to http://saraford.net/2004/10/02/more-tips-on-writing-good-bug-reports/