It may be a memory problem... running too many things at once kinda thing. If your playing video in wmp, it might be that, something corrupt in the video may be doing it.
Or maybe you need to run maintinace?
Possibly a virus even, those little buggers do all sorts of neat things.
They'll mess with your regestry so your computer will do things and lock things out it shouldnt. In that case, you would need a fully up-to-date anti-virus, or learn how to do manual removal.