The problem with WindowsXP is that automaticaly reboots when it crashes, instead of showing the blue screen of death (BSOD) which usualy contains some usefull information about why it crashed. You can easily change this behaviour:
Right-click "this computer" > "Properties"
Go to the "Advanced" tab
Go to the "restart and repair settings" (might have a slightly different name, but I'm not using an english version of XP so I'm just guessing what the right translation might be
).
Untick the "automaticaly restart the computer" checkbox
Next time windows crashes, you get a BSOD that has a code that looks like 0x0DE434DAA, write this down and search it on the internet.
The windows logbooks can provide you some usefull information too.
Right-click "this computer" > Manage
Under "event viewer" (or logs, or whatever they called it in english), go to the "System Log".
Don't be scared if you see tons of items, most of them are useless, see if there are any recent errors.
ps. upgrading to SP3 instead of SP2 isn't a bad idea either
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