Try to find a pattern. For example, I have a WinME box that crashes when I try to run Microsoft Age of Empires, with the sound card enabled. If I disable the sound card, the application runs fine (but the game sucks).
This took a lot of "try ONE thing, treboot and see if the problem returns or goes away". It took days to find the "problem". It still is not fixed, however.
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The long term fix for my problem ought to be updating the sound driver. Butthe PC manufacturer (IBM), the sound card mfgr. (Yamaha - it's a built-in to the MOBO card) and the sound card driver (Microsoft themselves) have not released an update that cures this "problem".
Hope you have better luck.