Most likely there is a system error that is causing the reboot. First thing you need to do is disable "autoreboot on error" from the control panel. I don't remember exactly how to do it (I currently am using Win98 and 2K) but I do know that it's listed in the XP help database. Just do a search on the database for error reboot and you should be able to find it.
Once that is clear, you can find out exactly what is causing the dump. From there, it's a matter of doing a net search for the error codes. That should give you an idea as to exactly what is happening, and get an idea what may be causing it.
To give more info than that, it would help if you could post how you are connecting, who your ISP is, and what hardware you are using for connection.
Thermaltake Xaser II A5000C (w/ 5 case fans)
AMD 2500+ (OCed to 3200+)
Asus A7N8X Deluxe
1 Gig Corsair XMS low latency pc3200
2x 80g Maxtor SATA (w/ Raid 0)
128Mb Nvidia GeForce FX 5700 Ultra
480w Thermaltake PSU
Video Capture Card (titantv.com ROCKS!)
16 Sony DVD Rom
52x/32x/52x Optorite CDRW