That message is Windows reporting it had an error. Nothing tells you much more than this and is ... unuseful to say the least.
It's a shame you didn't see the forum tip. What it asks for can help point to an aging machine with clogged cooling or other issues. Since you don't see it, here's a copy in my response.
Tip: If you are asking for help to troubleshoot a computer-related problem, please be sure to include all the necessary information (ie: operating system, model number, hardware, software, etc) that will help others identify your problem for a speedy resolution.
And someone does know what's wrong, but with so little to work with, I can't tell.
I have friend that has windows me. when using IE he gets the following message:
"Explorer has Caused an error in KRNL386.EXE
Explorer will now close" Does anyone know whats wrong?