That's what I figured to and some roofer I spoke to said to run it up the dormer walls, which I understand, then have it overlap the felt on the roof deck. Also, when you install a typical square top roof vent and you cut a hole in the roof to install you fasten it directly to the sheathing to, right? I was told to put some sealant on the bottom of the vent.
There you go again, Mark, looking for answers that always apply under all circumstances, and the answer is IT DEPENDS again.
You asked about ice and water shield on a dormer, not at the eaves. Lets say we are on the side of the dormer. You run your felt up to the vertical walls of the dormer first. Then you:
1. Install an ice dams apron on the bottom, extending the apron 6-9 inches beyond the dormer on both sides. You make a vertical cut at the corners and lay the flap down, going up-slope. The roof part of the ice dams goes OVER THE FELT. The wall part goes DIRECTLY ON THE SHEATHING, UNDER THE FELT OR TYVEK.
2. You install the ice dams on the sides, again extending it past the dormer 6-9 inches, top and bottom. OVER THE ROOFING FELT. Here you make a logitudinal cut, and wrap the vertical portion around the front, and run the base flap down over the apron flaps. At the top you make a vertical cut and lay down the flaps.
3. The valleys running up from the dormer are lined with ice and water shield. This goes UNDER THE FELT.
NOW, and this is my opinion regarding ice dams protection membrane. The roof deck, being wood, should be able to breathe. I therefore always recommend a layer of felt under the ice dams material if the whole roof is being covered with it. Wood also moves at a different rate than asphalt materials, the felt provides a shear plane. The purpose of the ice dams material is to provide a seal around nails going through it. It will still do this if its over felt. I do not put it over the felt at the eaves though so water cannot back up under the ice dams material.
Installing a fully adhered peel and stick material over a wood deck can cause your whole deck to dry rot if the right (wrong) conditions are present, as Tinner so aptly stated. I have seen it, and it ain't pretty.
YOU SEE: IT DEPENDS because roofing is a black art.
" Most people would rather die than think, and most do " Bertrand Russell