Do you click on Send Report??Or what do you do??

This is very common. Coming back to your question, Depends on what software you are using or working on, also that whether or not you are connected to internet because in order to report errors you need to be be connected. Well I always prefer not to report, as its a waste of time as you dont know which companies respond to it and fix errors, they prolly work according to their own policy. Good companies like Microsoft will surely act upon receiving error reports, but not all. Bottom line is I dont opt for sending reports.

I usually try to send the report. It goes to Microsoft error reporting and helps them to fix bugs in the software, and sometimes will open a web page giving you important information on what caused the error, and how to fix it - this is only if it is an existing problem that they know how to fix. Otherwise, it creates a new error report and they go to work trying to find out what caused it and how to fix it.