Sounds like the Blue Screen of Death to me. It's usually due to a malfunction with a system that causes the computer to shut down to prevent further damage.
I use XP also, but my reboot disk gives me an option to store all of my current files into a folder so I don't lose anything when I reboot my HDD. Strange that you don't have that option. I wish I could be of more help, but I'm not great with this kind of stuff, and I don't want to give bad advice. I would simply call up a tech support hotline to find the exact problem.
_________________
Well, hellllooooo Mr. Fancypants. You ain't leading but two things right now: Jack and Shit...and Jack just left town.