Better way then that. Right click My Computer, choose properties > Advanced > Start up and Recovery > Settings > System Failure and uncheck 'Automatically Restart'. However, that won't solve the problem, but it will leave you with a pretty blue screen on crashing and a description of the problem. Which leads me to...
Does it say something like 'ACPI bios tried to write to an invalid memory address'? Have a look in event viewer to see if there's a line in there which says something like 'system has rebooted following a bugcheck'
If you come up with a more specific error message maybe I can diagnose the problem for you. Maybe the blue screen will say more.
As for your problem T-Man, sounds like the site you're trying to connect to doesn't have enough bandwidth - recommend they add a new server