|Need more details. System specs in more detail. Desktop or laptop? Onboard video or card?|
Could be bad memory, test with Memtest86.
Could be many things, more details will help us make better suggestions.
By the way, your memory (probably 500MB stick with some dedicated to onboard graphics) really in not enough to run XP very well, consider adding more memory. For gaming you should have 1GB of memory and a distinct graphics card.
You have to be a little bit crazy to keep you from going insane.