I bought morrowind the day that it came out and I had the same problem that you had, the game would either freeze, restart my computer or close the program without warning and go to the desktop!
here are a few things to try
1. updated videocard drivers
2. updated soound card drivers
3. updated motherboard drivers
and onething about your computer, I would install a differant OS or get a better processor because win xp takes up a lot of processing power and RAM.
hope this helps
