Is there a program (3rdparty or MS) to debug a DirectX based game without using Devstudio?

I am using nmake with a makefile to compile my game, but if something goes wrong, I have no idea what caused it because the game just disappears!

microsoft makes a debugger (free) called windbg, it's mostly used for kernel/device driver debugging, but it's pretty powerful. a lot smaller footprint than devstudio too. search for it on microsoft's site.