Arctic dreams of...

How long since last defrag or scandisk?

It might be a worm, scan your computer. Check for spyware also.

This could be because the game can't load/find some files it needs to for the next area. The windows bell sound (error) suggests that, missing files etc.

This could be because of corrupted graphics files, or even missing ones. Or somehow corrupted code that handles the graphic. Re-install, if it doesn't work, blame windows.

Well, Windows or Mac, and any messages when crashing? Or just *poof click* black screen and so on? This could be because of bad windows version, evil directx, display drivers...

Windows NT is not meant for games, and even Microsoft has warned that games don't work on it well. Use Win95/98/ME/XP instead.

And dxdiag doesn't exist in the ancient directx versions.