windows is crashing because the codec that was installed on your pc, for the codec within the video file, is damaged.
when you play the video, the codec that's required to decompress and play the video is loaded. if that codec is damaged then you get a crash of the media player or windows.
if they are videos downloaded from the internet then the culprit will very likely be the 'xvid' codec since most downloaded movies have been compressed using the xvid codec.
check your add/remove programs in the control panel and also the start menu for anything relating to xvid, uninstall them, then reboot your computer.
now download and install this version:
http://www.softpedia.com/get/Multimedia/Video/Codec-Packs-Video-Codecs/Koepi-XviD.shtml
if you installed a 'codec pack' then that is likely the cause of your problems - they're junk. poorly compiled collections of old and/or incompatible codecs for beginners that more often than not mess up more computers than they help.
if you did install a 'codec pack', remove that too before installing the codec i linked to above.