I would not install the MS debugging tools - unless you are really interested in how to understand crash dump files (most people aren't). That advice is flaccid.
You should remove any kind of DMP or .dmp or dump files on your desktop - that is not where they belong.
Look in your c:\windows\minidump folder and if you have 51 dump files (files that have a .dmp extension), I would delete the all so the minidump folder is empty and that will give you a "fresh" start.
The, after that, if your system crashes and you get a Blue Screen of Death (BSOD), start a new thread about that crash and somebody that actually knows how XP works and already has the debugging tools installed and knows how to use them can help you figure out what is going on. Your system should not be crashing.
Sometimes the crashes are easy to figure out, sometimes you might need to accumulate 4 or 5 crash dumps to get enough clues to figure out the problem.
Here is how you should have your system set up:
Right click My Computer, Properties, Advanced, Startup and Recovery Settings.
In the System failure section:
Put a check mark in the "Write an event to the system log" box
Put a check mark in the "Send an administrative alert" box
Uncheck the "Automatically restart" box
In the Write debugging information section, choose:
Small memory dump (64 KB)
Set the Small dump directory to:
%SystemRoot%\Minidump
Click OK, OK to save the settings.
Restart your computer and then wait for the next restart/crash.
Remember that Support Engineers (and sometimes Forum Moderators) will reply to any new post ASAP as long as the reply contains a link to a KB article, their work is done. The reply doesn't have to work, it doesn't have to be right and it doesn't even have to make sense - it just has to have a link to a KB article to "count" for their quotas.