Unfortunately .net doesn't play by the rules laid down by the Windows division, it does its own thing (like a lot of the stuff the Developer division at Microsoft did). As a result, you don't get the debugging information written out the same as for native applications.
Its a cause of much head-shaking from me when I use windbg, spy or dumpbin - tools that were invaluable in the past. But never mind, you can get something out of it:
First you need to load the sos info, then you can use !clrstack to see the .net stack trace.
.loadby sos mscorwks (for .net 2)
.loadby sos clr (for .net 4, of course :( )
!clrstack
There's a cheat sheet with some useful commands.