Strange crash. Please help!

Hi, I'm having problems with my new box.

P4 [email protected] (default voltage)
Asus P4S533
512 MB Corsair XMS3200 @400/CAS2.5-3-3-6-2T
GF3 Ti200
40 GB HDD Quantum Fireball Plus AS
Lite-On 12x10x32 CDRW
Toshiba 2X DVDROM
Turtle Beach Santa Cruz
included USB header card
Antec SX-1030B case w/300W Antec PSU

OK, so here's what's wrong. When I've been playing games or looping 3DMark2001 for awhile, eventually at some point Explorer crashes with an error in the background. Sometimes if I click ok it just restarts Explorer, other times when I click ok the box hard locks. I'm not sure what's going on. Normally when you are unstable the foreground game app crashes, right?? What would cause Explorer in the background to crash???

This problem is really wierd! Please help!

What are you using for cooling? People often forget to mention that in specs, and it's very important. Not many 1.8A's will hit 2.4 at default voltage with the oem heatsink.

Does it crash when it's not overclocked? You probably need to up the CPU voltage a hair while keeping an eye on the temps like TC stated.