I had a problem with XP where programs would start and run but not display their window (so I couldn't interact with them). They were sitting in memory (viewable in task manager, etc) but never showed up on the desktop. Eventually I tracked it down a bad piece of RAM which I had replaced. After installing the new RAM, I tested it with memtest86+ for about two hours and showed no errors. After using the system for a few more days, the same problem was still occurring - so I tested the RAM again and ... its reporting errors again. It seems like there must be a problem with the motherboard, are there any other possibilities?
BTW, the solution to this question is linked to one of the same name in the OS section, also worth 500.