Its an option in administrative tools. I get there by clicking start, settings, control panel, admin tools. This is with win2000, I believe XP you'd go start, control panel, admin tools. Check all the logs for errors, but I'd start with the application log.
Easiest way I find is this:
Right click - My Computer
Left click - Manage
Left click - Event Viewer
Left click - System - organize by date and match up time of restarts
Also might want to check for updated drivers... if no go, boot into safe mode and see if it restarts in there. If it does not restart in safe mode we've just narrowed it down to software/driver issue in which case you will have to narrow down a little bit more.