Error Message

Using Windows XP Home Version 5.1, Service Pack 1 on an HP computer with 1GB RAM and 120GB hard drive = two years old. Only thing I’ve changed on the computer recently was changing the power settings in the Display Properties window. Tonight I awoke the PC by hitting the enter button and a full window blue screen appeared with the error message “Windows has shut down in order to prevent damage to your computer. If this is the first time you see this messaage….” and the screen quickly disappeared and the computer rebooted. All seems fine for now. Can’t find info on Microsoft’s website. Does anyone know what I need to know about this problem (but am almost afraid to find out?)