You leave a lot unsaid. Are you running XP? ME? 98? It sounds more related to an unstable system. Try running the usual remedies such as Norton WinDoctor, DiskDoctor. Run Windows Defrag once a week. If you're still having problems try running CKDSK. Using Windows Explorer, highlite your HD in the left pane. Right click and then select Properties > Tool tab > run both "error checking" and "defrag"
Hope that helps.
DmdMax