Sitting there watching this can get to be a real pain can't it? Can you supply a bit of tech detail on the PC? Is it for example, an older PC creaking along with XP, or is it a super duper new machine fresh from the dealer?
Whatever it is, you should have a good AV programme installed and be keeping it up-to-date. Also, a firewall to protect you from nasties, and finally have installed all appropriate Windows XP critical updates?
The history of the machine will be most useful though - for example, have you recently run remedial programmes like Norton Diskdoctor and Windoctor?