How do you connect to the internet? What modem do you use?
I had a similar problem when i did certain things, including say using peer 2 peer sharing programmes and it was to do with my modem driver, also in xp there is an option that causes xp to reboot on an error. Go to system properties (right click on My Computer on the desktop) click on the advanced tab, where you will find startup & recovery info, click on the settings button for it and in the new box that opens uncheck automatically reset. Might help.
Then of course it could be an overheating problem, or sometimes a power supply problem, or which can be the most common problem sometimes when RAM goes bad can do the same, or a bad IDE cable.
This website can help with some tests might be able to identify a problem http://www.passmark.com/
Also I've heard theres a known bug in SP-2 that causes your symptoms with Athlon 64 bit CPU's.
Also when it reboots Right click on my computer,
Then event viewer ,
then system should tell you in there.. why it restarted.
Also i would get the updated drivers for your graphics card.
lol not been very specific but it might give you some groundwork to identifying the problem.