What kind of computer do you have? Dell, Gateway, custom built, etc? If it's a Dell or Gateway (or any other brand), please post up your exact model #.
What Windows version are you using?
First thing you should do is look in your device manager to see if you have any yellow exclamation points there indicating some sort of hardware problem. If you're on Windows XP...right click 'my computer' and select propertes...then click the 'hardware' tab...then click 'device manager'.