Are you playing from CD/DVD or from the computer harddrive.
It might simply be down to a dodgy drive/disc. Another alternative is indexing of the drive being carried out by XP.
My guess though would be an interrupt sharing issue between the sound and graphics card - check for the latest Bios for your motherboard to see if they have any related fixes.
BTW other causes of machine switch on for no apparent reason
1. Bios setting for wake on lan, wake on modem etc. being set and data triggering it. This would then cause the machine to startup.
2. Machine waking on keypress - there were a few machines that had this 'feature' enabled a while ago. Again another Bios setting to check for.