Hard drives spin up when you power on the machine and unless they are
instructed to spin down by power saving software, they will continue to spin
as long as the machine is on. I have 2 hard drives in my system and the
second drive is used as backup and photo/video store, so when I'm working
during the day, it isn't used and powers down. See the Power Options in your
XP Control Panel.
A very generic question, but it must be initiated by something and I would
assume you have a drive in your system that shuts down after a while?