BSOD's may, amongst many things, be caused by a dying expansion card, RAM, PSU, or often bad driver(s).
First off, do a Google/Yahoo! for a well-known system RAM diagnostic tool called Memtest86+, burn it onto a floppy or CD/DVD-RW, and test your RAM for errors.
What drivers are you running? Chipset, video card etc... What hardware do you even have?...
AMD X2 4400+ Toledo 1MB/Asus A8N-SLI Deluxe/2GB Kingston HyperX/SLI Gigabyte 7800 GTX 256MB/Creative SB Audigy 2 ZS Plat w/ Creative Inspire 6.1 speakers /180GB Hitachi PATA/19\" AG Neovo F-419 LCD/OCZ PowerStream 600W PSU/WinXP Home SP2