New System build- random freezing up

I consider myself still new to building out computers, especially now that I am building intel systems. Problem is that I can play any game, doesnt matter what resolution I set them to, can play on line, then all of a sudden sometimes several hours to a few times within a few minutes, my system freezes up and I get a weird sound through the speakers. I am forced to do a hard reboot afterwards... Here is what I have...

MB is an Intel d865gbf/d865PERC supports 800 fsb and HT and is dual channel. (supports up to P4 3.2)

Intel 2.8 Retail 800 FSB

Using 2 x 512 GEIL DDR 3200 in dual channel mode (I even took out 1 stick at a time and still had the same trouble with just 1 stick)

Audigy 2 sound card (model SB0240)

Saphire Radeon 9600 Atlantis 256 DDR

Hitachi Deskstar SATA HD 80g 7200 RPM

Lite-On DVD/CDR - RW combo drive (not 1 coaster yet=) )

I have the most updated BIOS on the MB at this time.
Radeon has the .6396 driver (9/30/03)
Audigy 2 using 383 drivers (4/11/03)

Forgive the newb questions, but do I need updated drivers for processor or any other device?? I am still learning so much on what to look for and want to become a competent system builder as I want to eventually build a raid system. Any advice or info I have not mentioned please let me know.

Oh, almost forgot, I am using XP Pro and SP 1. I installed SP 1 before installing any hardware or software. I let XP partition the HD. I have been told I may need to use a 3rd party program to format the HD first, this I am unsure of. Also, I have the option to "Turn Off" the system as well as set it to stand by, but anytime I try to turn off the system this way, it brings up a blue screen with the Intel MB logo and reboots! When I do a soft power off, (holding in the power button for 5 sec) and reboot the next morning or later the same day, I get a mssg saying the system has recovered from a fatal error and prompts me to send the report to microsoft. So I need to know what to look for and options as I want this to be a flawless system. Should I let my XP Pro do auto updates and install all the updates it lists??

Many Thanks!

most of the time on intel boards, or boards with intel chipsets , this and many other problems can be solved by downloading the latest intel application accelerator and installing it, or reapply it from time to time, driver updates, program updates sometimes cause problems with it.
also check your hard drive manufacturer, or install cd for utilities that install aspi, and other files xp does not load.
i personnally do not use the auto updates, for one they run in the background sometimes with very bad timming.