PC keeps crashing and no minidump is being created.

I will be playing a game on my new PC and it will randomly freeze every now and then. When I restart it there is no error being registered and no minidump file created. What do I do?

Sounds like overheating to me.
Install a program like SpeedFan and monitor temps.

Is the PC configured to create a dump file ?
This tutorial by Brink explains this.
http://www.sevenforums.com/tutorials/174459-dump-files-configure-windows-create-bsod.html

I set up the dump file, and It is not overheating. That was the first thing I checked. Since it is only happening while playing games I tried reinstalling my driver. If it happens again hopefully it will create a dump file. Thanks..

Try force a BSOD.

Please do the following:

Run Driver Verifier for 24 hours or the occurrence of the next crash, whichever is earlier.
http://www.sevenforums.com/tutorials/101379-driver-verifier-enable-disable.html

Driver Verifier will cause your computer to run very sluggishly - this is normal. What it is trying to do is force your system to BSOD and isolate the offending driver/s. When it does, reboot, disable driver verifier, reboot as normal and upload the new dmp file/s here.

I recommend creating a system restore point before turning on driver verifier:
http://www.sevenforums.com/tutorials/697-system-restore-point-create.html

If your system fails to boot to desktop once driver verifier is enabled, turn it off by booting into Safe Mode:
http://www.sevenforums.com/tutorials/69585-safe-mode.html

You also need to have a pagefile on the drive to create a dump file. Good luck with it.