CPU choked on something.

I think my Tower choked on something, it didn't slow down. I was having error reports being sent to microsoft, saying that either windows or wmp has encountered a problem and needs to shut down. The last time this happened, I think I was playing a disk, and my tower "choked" now the hard drive or the fan sounds higher in pitch and I think something is wrong. Any Ideas on what happened, or how I can fix it?