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
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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.