One of the default "features" of Windows XP is to kick up a Dialog Box, asking the user if they wish to send a message to Microsoft when a program crashes (or when you do Alt-Ctrl-Del to exit a program which has hung).
I stumbled on this just now.
Heres how to disable Error reporting:
Right click the My Computer icon
The System Properties dialog box appears
Click the Advanced tab
Click the Error Reporting button
Click the Disable Error Reporting radio button