Exploits that successfully attack computers are mostly based on some form of shellcode, i.e., illegitimate code that is injected by the attacker to take control of the system. Detecting and extracting such code is the first step to detailed analysis of malware containing illegitimate code. The amount and sophistication of modern malware calls for automated mechanisms that perform such detection and extraction. In this paper we present a novel generic and fully automatic approach to detect the execution of illegitimate code and extract such code upon detection. The basic idea is to flag critical memory pages as non-executable and use a modified page fault handler to dump corresponding memory pages. We present an implementation of the approach for the Windows platform called CWXDetector. Evaluations using a large corpus of malicious PDF documents show that our system produces no false positives and has a similarly low false negative rate.