Hi,
Depends on many factors.
As per the latter, especially if AVI files:
Automated:
AVI Search Remove (Line 74)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Manual Edit: Go to Start/Run/Regedit and navigate to the key below and
delete the default data (right pane).
Or:
HKEY_CLASSES_ROOT\SystemFileAssociations\.avi\shellex\PropertyHandler
Windows Stops Responding When You Click a Large AVI File in Windows
Explorer"
http://support.microsoft.com/?kbid=822430
As per memory dumps (and they are related):
Use one of these three options.
Right Click the My Computer Icon/Properties/Advanced/
Performance/Settings/Advanced/Change.
1. Set Page File to 0, ok your way out and reboot. Then follow the same
procedure and reset the Page File to System Managed File.
2. No Page File. Reboot. Then delete C:\Pagefile.Sys then revert the page
file setting.
3. Set the swap file size to zero, reboot. Re-set to System Managed,
reboot. Reset the Custom setting, reboot.
You Receive a "System Has Recovered from a Serious Error" Message After
Every Restart
http://support.microsoft.com/default.aspx?scid=kb;EN-US;q317277
Windows XP Problems if Your Profile Is Damaged
http://support.microsoft.com/default.aspx?scid=kb;EN-US;Q326688
As per overall, pertaining to your subject line:
By default when WinXP encounters a system failure, it reboots without
warning. The setting that controls this can be changed:
Control Panel/System/Advanced/Settings (Startup & Recovery)/System
Failure/Uncheck-Automatically Restart.
You can use Event Viewer to view and manage the event logs, gather
information about hardware and software problems, and monitor Windows
security events.
To view the event log: Administrative Tools/Event Viewer or
Start/Run/eventvwr.
To review Shutdown Event Tracker data, Open Event Viewer. Click System Log,
scroll to the Event column, and find entries with the number 1075.
HOW TO: View and Manage Event Logs in Event Viewer in Windows XP
http://support.microsoft.com/default.aspx?scid=kb;EN-US;q308427
And also:
Go to Start/Run/Msinfo32/Hardware Resources, Components/Problem Devices and
Software Environment/Windows Error Reporting.
Go to Help and Support/Pick a Task (left side)/Use Tools to view.../(left
pane)My Computer Information/(right pane)View the status of my system
hardware and software/Hardware/Update and Troubleshooters.
How to Troubleshoot Hardware and Software Driver Problems
http://support.microsoft.com/default.aspx?scid=kb;en-us;Q322205
Try running the DirectX Tool: Start/Run/Dxdiag, Lower Hardware Acceleration
(Display/Settings/Advanced/Troubleshoot/Hardware Acceleration). Check
System Info for problematic issues: Start/Run/Msinfo32/Hardware Resources
and Components/Problem Devices and Software Environment/Windows Error
Reporting.
Report Error's to Microsoft automatically
Start/Run/gpedit.msc/Computer Configuration/Administrative
Templates/System/Error Reporting. Right click Report Errors/Properties.
Check off Enable and then check off, Do not display links to any MS provided
more information web sites. Apply, ok.
Good luck and keep us posted.

)
--
In memory of our dear friend, MVP Alex Nichol:
http://www.dts-l.org/
All the Best,
Kelly (MS-MVP)
Troubleshooting Windows XP
http://www.kellys-korner-xp.com