I stumbled upon this today.  It's from the Microsoft UK Developer Tools team.

I've written an addin for IE to allow users to easily raise a complete bug report. When the user indicates that there is a problem on the page, the addin will create a new Team System Work Item and populate it with the following information:

• A screenshot attached to the work item.
• HTML source of the page and any frames and IFrames attached to the work item.
• Any style sheets referenced by the page attached to the work item
• Any script files referenced by the page attached to the work item
• Details about the user's machine and browser (OS version, browser version, screen size, ...)

Hopefully this should include a significant amount of the information you'll need to identify the problem.

They have a project space on GotDotNet, and you can download the add-in here.

Of course, this only helps you if your users are using IE...