Switch off System Restore (temporarily) (Control Panel/System Restore) Reboot
Do a FULL system Virus scan and look for problems (you may be infected .. just may)
Go to Windows update and make sure you have latest updates, especially Service Packs
Restore System Restore function.
Clean up all the Temp Folders and Internet Cache (search Google about cleaning up)
http://www.ehow.co.uk...files-windows-xp.html
If persists, get someone to look at, as system may be trying to write a dump file and that's too complicated to sort here!