Right-click on the My Computer icon, and choose Manage.
Under System Tools, open Event Viewer.
Under there, look at the System log for errors or warnings.
It'll be easiest to find anything wrong if you do this right after rebooting the system, since the errors/warnings (if there are any) will be up near the top of the log. Make sure it's sorted by date.
If nothing looks odd, check the Application log.
This is all assuming that you're running a fast system; if you've got a pentium 50 or something, then you're SOL. 🙂