That's because MS disabled it by default in XP. Those times that your computer does a spontaneous restart (you know what I'm talking about) you've just experienced a BSOD. MS changed the default way XP handles BSOD. Instead of halting the system and displaying the screen, it just restarts the computer. You can set it back to the old way. Go to Control Panels, System Properties, Advanced, Settings, and clear the checkbox under System Failure that reads: Automatically Restart.
Yes I do, and I still get those sometimes. I'll disable that setting and see if I get the BSOD.