Don't take just anyones advice, unless its a specific known problem by more then just one other.
In regard for the monitor thing, heating up may be caused by the refresh rate being different on your desktop then to the in game settings (more likely it will be higher), not just refresh rate, but also higher resolutions (this wont be the cause of random reboots, at the least, if you go out of range of what a monitor is able to handle, it will just turn itself off into that powersave mode, at the most, (reaaaallll old monitors that don't support the protection) WILL go up in smoke, this is generally not a Good Thing (TM).
As for the vid card, get a thermometer and measure it, or see if your video has a temprature diode your video card software can read and see if its overheating, or just touch the fucker, if its warm, you won't scream, if its hot, you'll know it (watch your fingers in GPU fans ;P) (Anything under 50oC should be fine... if its above, perhaps clean out any fans and the heatsink with compressed air (don't use normal garage air compressors as they have a tendancy to spit oil and water from the compression out, if its filtered, it should be alright), most electronic shops will have cans of compressed air on sale for $10-$20 a pop).
*EDIT* Above is correct, Video cards will also have the same temprature/have to work harder symptoms as monitors do.
*takes a breath*
Next, Windows XP comes with the handy feature enabled by default to automatically reboot your machine instead of showing you the blue screen of death that tells you something is fucked up. This is one of the first things I disable and actually tells you when you have a problem (and the random reboots can be left to various hardware problems rather then software), this can be found in System Properties -> Advanced -> Startup and Recovery Settings -> Automatically Restart.
Next... your memory could be at fault, I don't mean your brain, I mean your RAM, grab a great open source program called Memtest86 (
http://www.memtest86.com/), let this run overnight or whatever your sleep is and it will check for various RAM errors (cheap "bubblewrap" RAM sometimes has this kind of stuff).
Generally, check tempratures of the system overall, if your using an Asus Motherboard, the CD that came with it should have a program called Asus Probe and is quite capable of giving you readings on various tempratures throughout your machine (I'd start to be worried if anything was running hotter then 60oC).
Anyway... I think thats it... hope it helps

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