I've just read through this entire thread, and I wish I had found it a week ago. I'm running an Athlon XP 2600, but with an ATI Radeon 9000 card (with no fan). I had it overclocked, but turned it back down because I thought that might be causing the instability. In any event, part of my problem may have been having the resolution too high. I had it running 24-bit, but turned it down to 16-bit since DVDs play better there anyway. It's been fairly stable now for about a week, but i don't leave it on over night. Another system I'm trying to get running has the same problem, but it does have the Nvidia GeForce3 card. I get multiple errors trying to install anything over Mandrake 8.2. I can run Knoppix or Mandrake Move on it, so it's not memory or other hardware like that. Multiple errors reading discs, which wouldn't have anything to do with the Nvidia card. And the discs are good, since this system is running fine.
I canned my version of XP, so I have no choice but to use Mandrake and learn to make it work. Really, that's what I need to do anyway. I'm not good at the command line, but I'm learning.