Can you run CoH normally or it has the same problem?
If CoH runs fine but EF no:
1) Check the properties of the installer file, it should have this size: 1,072,354,548 bytes, if it size is different, please download it again from other link. After you checked the installer(and you downloaded it if necessary) uninstall EF and make sure EF folder and files are gone. Then reinstall again.
If CoH doesn't run fine either(or you can try it anyways to see if it helps):
2) Go to Steam's library and in CoH properties -> Local Files choose Verify Integrity of Game cache...
Btw, the dmp file can be obtained from this path:
[...]
somefile.dmp
Only for game crashes.
Located on:
WinXP -> C:\Documents and Settings\username\Local Settings\Temp(you can access faster if you use the run box with %temp% command).
Win Vista & 7 -> C:\users\username\AppData\Local\Temp(you can access faster if you use the run box with %temp% command).
Or in weird cases, sometimes in C:\WINDOWS\Temp (you can access faster if you use the run box with temp command).
The dmp file has a generic name but you should be able to identify it by checking the date of creation.
[...]
If the problem persists, upload your most recent dmp file right after the crash occurs.