Pls help…

Hi,
I was wondering if anybody can give me a pointer or two regarding
an intel pentium mmx 166mhz system. This system always hang after
about 5-10 mins running an application from the hard disk, but not
when it is in idling condition or when installing applications from
the cd-rom drive.Power supply is having an output of 230W and
its fan is still turning whenever the system hang. I also
notice that the CPU fan is also turning whenever the system hang.
Pressing ctrl, alt and delete does not help at all, I have to
power off and restart system again.Any suggestion is greatly
appreciated.Thanks.