Go to Control Panel/System/Advanced/Startup and Recovery, untick Automatically Restart. If the machine crashes to a blue screen, take a note of the stop code and any file names mentioned.
Ensure you have the latest drivers for your network card.
Remove and re-install all the networking protocols and clients on the PC - go into Control Panel/Network Connections/Local Area Connection/Properties to do so. Reset TCP/IP too (can't be entirely removed from XP) ; click here