I have disabled most processes (left Windows ones and some others), but now I have seen some things which may be related.
As I said yesterday, I did a RAM test and it failed one test. But then I left it all the night running memory tests and this evening too and there wasn't any error.

But lately I tried to copy a CD with Alcohol 120% and when it finished making an image, the program crashed with an error.
The common errors that say "Send to Microsoft" and "Close"
Also, MSN Messenger 7 crashed on me yesterday after some conversations, and it crashed today when I closed it.

Then I decided to give my computer a boost and I tried Unreal II, I picked a random level and it hang up on the "Stand By" screen (it did this the last week too and also it gave fatal errors on Archeron).

I'm really wondering if this is a problem of the RAM or the videocard, I have 768 MB.
I don't think it's Windows, those errors together seem more like of a hardware failure.