The Heapdump is a property of the JVM
So i looked it up :
-XX:HeapDumpPath=./java_pid.hprof Path to directory or filename for heap dump. Manageable. (Introduced in 1.4.2 update 12, 5.0 update 7.)
(more info of extra jvm parameters: http://www.oracle.com/technetwork/java/javase/tech/vmoptions-jsp-140102.html)
You need to edit your /integrationserver/bin/setenv.bat
you can add your custom paramaters there.
After you have done that you need to restart your server. if you server runs as a windows server you need to update your windows service.
this command will update your service.
one other question. do you want to send the heap dump file?
Is it not more usefull to send the service dump to software ag?
I mostly use Java VisualVM to connect to the IS JVM (you need to enable jmx for that on the IS, you can find that as well in the sentenv.bat file)
From there you can easely follow your integration server JVM, make thread dumps/heap dumps etc.
keep in mind security when using jmx, i would not recommend to use it in a production server.