Start > Control Panel > Performance and Maintainance > System. Click on the Advanced tab and in the Startup and Recovery section click on Settings. In the section, System Failure, uncheck Automatically Restart and click Ok.
The next time you get the BSOD your computer will halt on the 'Blue Screen'.
Then you can note the details down.
Also when I have had BSOD's when I reboot the system will use the code to hazard a guess at what caused the problem.