frantically press "F8" before the windows splash and youll get the boot options menu from there choose i think its called "dont auto restart on error" or something like that. Maybe you are getting a BSOD if you are let us know what the error is.
Might be the ram voltage. By default, it's 1.8/9v. Your ram might need more.
The 1st thing I do right after a new build isn't setting up raid. It's to make sure everything works. 1st thing, set up bios, run memtest for 1-5 passes, then overclock if it's planned & memtest again, install xp & orthos, run orthos overnight, if all goes well, run random system tests like pcmarks, sandra, everest, etc.
Take out one of your 2GB mem chips, install XP, then download the 4gb memory hotfix from microsoft. Then shutdown, install the 2GB and restart and enjoy your 3gb of ram since 32bit XP will only address the 1st 3 GB anyway.
If you leave the full 4GB a lot of times you can't even install.