With Windows XP they tried to get rid of the blue screen of death. Now the computer will just restart ! You can disable this by going to : System Properties --- Advanced Tab --- click the settings button under Startup and Recovery --- un-check Automatically restart under the System failure box.
Aside from that, I would say that you need to update you video drivers or dont over clock your cpu !!
I have a AMD XP 1800 . When I overclocked mine most everthing worked fine, but from time to time some programs would blue screen me !!!