do you get a pop-up window with the message. If you do, it should tell you where the error is! If you post the info you get from any window which pops up with the message, post that info here and I will see if I can walk you thru it.
1) Do a disk cleanup using the System Tools utility
2) Clear all your IE cache: cookies, browsing history, temproray internet files etc.....by accessing the Internet Options utility
3) download any updates and/or patches to your XP using your Windows Update tab