What OS?
Windows XP? If so, when it comes back up it will display "Your computer had a fatal error. Do you want to send the problem to Microsoft?" Or somthing to that nature. Press "yes". If Windows can narrow what caused the crash, Microsoft will tell you what device driver, activity or other that caused it. This is can help you greatly in the future.
i.e. if you just installed a bunch of driver updates this will narrow it down and maybe you load the last one that worked or keep your eye open for a patch.
Other OS?
You are pretty much on your own. Lots of taking something out and see if it crashes, etc.