There are far too many causes for this for me to always nail it, but let's hit the common issues.

1. Drivers.

Have you tried the latest from ?

2. Are you "logging in?"

Some will tap the escape or cancel button when that box appears. Be consistent and login. If you want to have it just login, the usual steps are:

a. Delete *.PWL files in C:\Windows
b. Set the login type to Windows in the Network Control Panel.
c. Reboot and for the last time enter a name then click OK.
d. If you touch the password box, then go to step a.

3. The hardware is suspect since it's now quite old. Your choice what to try, but my suspects are the video card, power supply and motherboard in that order.