Is this with all burning software, or just one particular one?
BSOD's often have crucial information of why it did it. A XP BSOD has got a stop code. They call it a "stop" code because Windows literally stops, and an error code is generated.
An error code usually looks like e.g
0x000000a -or- 0x00000052 or something. Could you tell us the code and possibly, the program which caused it(sometimes near the bottom of the screen).
If you fail to do that, take a look at your event viewer.(I think you can access it by going start, run, and type in eventvwr.msc). Then see if you can find an error around about the time when the BSOD came. That might give you some indication of what went wrong.