Hi Sam
If there are no errors showing when the crash happens then its probably something to do with the .net framework, xp sometimes does not report the fault it just kills the attached program :-/.
Check the JBP version and update if needed.
Just a suggestion, install Pub Jukebox instead!, it seems to work well on Xp, I bet they will like it after using it for a week or so :-)
Anyway, check the jbp version and let me know what you find :-?