You got all your Windows updates installed? You got up to date Antivirus protection installed and background scanning? If you're connected via Broadband, have you got a firewall in place?
Reason I ask is because it sounds very much like you've been hit by 'Blaster'. Yep! That thing is still doing the rounds and hurting people. I've even heard of quite a few people recently who done a fresh install of Windows on their system, only to be hit by 'Blaster' even before they could connect to 'Windows Update' and download the security updates.
Check this out and see if it applies to you.
http://www.pchell.com/virus/msblast.shtml
You should find identifying and removal information in that article.
If that's not the case, the most likely next reason is a hardware problem, and you should check your system for overheating problems.
By the way, for people who have an early release copy of Windows XP, which doesn't install Service Pack 1, locate the 'Security Update CD' information on Microsoft's Website for your location. Microsoft will send this CD to you, free of charge, and it includes all security updates, for every Windows version, issued before November 2003.
Install Windows, Install the updates from CD, then connect to the net, and you'll never get 'Blasted'.