"_fill in the blank_ application needs to close"

hi i run windows xp professional on a gateway and have lately been getting these error messages frequently. as stated in my title, various applications just stop in the middle of use and tell me that firefox needs to shut down, or windows media player or whatever happens to be being used at the time. i don't know what's causing this and offer many thanks in advance to anyone that could help me out.

Event Viewer
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Check your Event Viewer via Administrative Tools.

Open the System as well as Application tabs and look for red X errors that coincide with your problem. Details here:

How to view and manage event logs in Event Viewer in Windows XP

Basic information on Event Viewer errors can be found here: EventID.Net