Try seeing what is in the event log (Alt-click on My computer->manage->Events.
Look under the three different categories, especially for "little-red-Xes"
You could also put you install CD in the drive, open the command prompt, and type in sfc /scannow This will run system file checker, and restore any missing system files or .dlls that may be missing or corrupted.
See if either of those get you anywhere.