Then you likely have a recovery CD without the tools we've specified.
Unfortunately, that doesn't leave you with much beyond whatever your system
recovery procedure is.
Before resorting to that as it will likely wipe your drive before
reinstalling Windows, try this. Open Control Panel, open Administrative
Tools, open Event Viewer, look for errors that correspond to when this issue
happens, double click the error, the information contained within may give a
clue as to the source of the issue.
Also, running the upgrade wizard to check for compatibility may give more
clues as to what is going on. While this is included on the retail XP CD,
few if any recovery CDs have it. However, it can be downloaded from the
following site:
http://www.microsoft.com/windowsxp/pro/howtobuy/upgrading/advisor.asp
Be aware, this is about a 50MB download. If you have access to a broadband
connection you may want to use that for this download.
Both of the above may give a clue as to possible problems that might be
causing this issue. Beyond that, do you have an CD burning software on your
system? Even if you are not placing the CDs in a burner, incompatible CD
burning software can cause conflicts and issues that effect all CD drives on
the system and can cause the system to crash as you've specified.