I posted a link to this book in "Books", but XP threads by numbers get read considerably more, so I felt a link to this free chapter on "Troubleshooting Startup" from the Windows XP Pro Resource Kit was worth linking here because much of it it applies to NT OS's in general and parts to even Win 9X , a number of people may be new to XP and some of these tools, and it won't generate a thread. It also explains some of the hardware/software interaction in Windows. The whole Appendix is a book in itself, and can be very helpful with XP. Scroll down from the first screen to read the chapter.

Chapter 27: Trouble Shooting Startup