yeah, here's what happened:
microsoft got such bad press for the "Blue Screen of Death" that they made XP so that when it got a system error, it would reset the system. That way, people would claim XP is stable as hell and the power company was at fault (or their PS).
What you gotta do is go into system settings and change what to do on the event of a system failure. Make it at least give you a blue screen; then troubleshoot.
Incidentally, I've got one of those problems. On a cold start, it usually gives me a 0x0A stop error; sometimes it's a different one, but inevitably, it's at a specific address (0x805 or thereabouts). No hardware is mapped to there beyond the PCI bus. As far as I can tell, the only software that regular inhabits the neighborhood is Microsoft Office. Anyway, once I got everything else settled (Bad stick of ram, which may be your problem. check
http://www.memtest86.com for some free test materials), I was left with this bug which is damn consistent. (=cold start, 10-15 minutes in, will crash on the same memory location. If I reset before then, no crash. After crash, I can and have run the computer for days without problems).