first off, thank you all for the help
Gizzmoe,
I did not have those kind of crashes with the sound sounding like frying

... so I didn't suspect about sound issues ... I'll try it
Gammel & Gizzmoe,
-the white on blue screen typical of XP crashes was related to hardware/driver generic troubleshooting (I've see it a million times with graphical issues in other games: as a matter of fact I've downloaded Catalyst 5.8 and increased swapfile to 2Gb... yet I have to test it ... and hope)
-this kind of crash now happens only with SH3 (I have about 15 games installed, it's been months since last appearing of the blue screen)
John Channing,
my case stays always open, there are 3 suppletive fans working, the fan/heating check utility reports low cpu temperatures (around 40)
hakkikt & andy_311,
concerning the firewall ...this looks like a very strange happening .. how did you realize that firewall/internet was accountable?