"encountered a problem and needs to close" errors

I built a machine for a customer and I started having
issues with it when I went to BET chat rooms and Yahoo
Music on it. After a while of using the apps on it, I
would get a mssg from IE saying it had encountered an
error and needed to close. Also, when I went into the
Management Console to format a partition, I got the same
error saying that the console had encountered a problem
and needed to close. The same also happened in the
middle of several Windows updates.

Also, albeit very few times, I have tried to install an
application on the system, and right before it would
ordinarily finish installing, the machine would
spontaneously reboot.

When left alone for extended periods of time the system
appears to be fine. I have run MULTIPLE burn-in tests as
well as professional diagnotic tests, and the only
blemish in the system to this point appears to be an
error in Prime95 (a popular burn-in app). After anywhere
from 5 minutes to 60, it will error out saying that there
was a rounding error. The value that was expected was
less than 4, but it got 4.7 something. The program
doesn't freeze, make the system reboot, or anything like
that. It just gives me that rounding error.

I have tried THREE separate copies of XP (2 copies of
home and one of pro) as well as a copy of server 2003
standard. I get the exact same types of problems in the
three XP copies and VERY similar issues in server 03. I
have also tried installing a distro of Linux and it
errors out in the same place both times I tried to
install it.

Because of all this, I feel sure it has to be a hardware
issue of some sort but I can't for the life of me figure
out what it is. I am leaning towards the RAM, CPU, or
possibly a hairline crack in the mobo.

This is a brief overview of the specs:
AMD Athlon XP 2200
512 Corsair DDR333
Shuttle KT400 mobo
ATI All In Wonder 9000
80GB Hitachi 7200RPM HD

Thank you in advance to anyone who can shed some light on
this matter!!