Baby, It's Hot in There
Sometimes this can be caused by an overheating situation. Itunes, RealPlayer, Windows Media player, etc. require a lot of processing power to decompress and decode music files, which can cause the processor or hard drive to get hot.
If your CPU is running at over 60 degrees (C) you might be at risk of burning it out. Some systems shut down automatically when the temperature reaches an unsafe level. Every few weeks I open my system unit and clean the fins on the heat sink that sits under the CPU. When they collect dust it restricts the airflow and prevents proper cooling. You can use a can of compressed air (look at your local office supply store) or an old toothbrush. I just did that on my system and the CPU temperature dropped by ten degrees!
Download the free Speedfan utility and it will tell you the temperature at which your CPU and hard drives are running.
Memory Fails Me...
If you determine that overheating is not the problem, the most likely suspect is bad memory. Trying to access a bad spot in your system memory (RAM) can cause the computer to freak out and restart. The best way to find the culprit is to pop open the system unit, remove (or replace) one RAM stick and see if the problem is solved. Run your system for a while and if the problem goes away, you win! If not... lather, rinse and repeat for each RAM stick until you find the one that's misbehaving.
Don't Do Me Any Favors
There's a setting buried in Windows XP that tells your computer to restart when a system error occurs. If you turn off that option, you may solve your automatic reboot problem.
Click Start, then open Control Panel
Click Performance and Maintenance
Click System
Click on the Advanced Tab
Click Settings in the Startup and Recovery section
Uncheck Automatically Restart in the System failure section
Note that this may prevent the system from restarting, but it can also mask the true problem. As an alternative to this measure, consider what has recently changed on your system. If you have installed new hardware or software, remove it and see if the annoying restart persists. Sometimes downloading the latest driver software from the manufacturer's website will fix hardware incompatibility problems that cause restarts.
Computer Restarts After Download?
Some folks have written to me complaining that their computer automatically restarts itself after every download. And interestingly, most (if not all) mentioned they were using the Firefox browser. If you are using a download manager or download accelerator, this could be causing the problem. Check all the settings in the download manager and tweak if necessary. Or get rid of the download manager and see if the problem remains.
This can also be a virus or spyware problem. I suggest you go through your Control Panel / Add or Remove Programs list and remove any programs you don't need, then run thorough anti-virus and anti-spyware scans. It could even be your anti-virus program fighting with the browser or download manager. Switching to a new anti-virus might help also. See my recommendations for the best free anti-virus software for help with that.