I used to get it when I had Windows 98, and Windows ME. When I moved to XP though, they completly stopped.
Old college computers tended to do it alot as well (some still use windows 98, though all the new ones now use XP)
I'm really shocked you haven't
Anyway, because we used to experience it a bit (turned out to be faulty memory) I decided after changing the memory to do a mean trick on my brother. This involved making a screensaver (only stoppable by pressing the spacebar) to come up once he left the computer for a few minutes. Was going to be very funny
Though I stopped it as I couldn't now get a blue screen of death to get the exact colour and text of what it says :|...*looks for the faulty ram* joke
Funny huh? He was being really mean though...