Hardlocks in Windows XP?

I get frequent hardlocks in XP, and I've tried every thing I can think of. Individual RAM testing shows that the RAM itself is fine, I removed all hardware (and tried 2 different video cards) to no avail. Now I just reformatted and I still get the hardlocks.

They occur whenever I'm downloading a file or strain is being put on the processor.

This leads me to believe it is a processor error, any way I can test this hypothesis?

This is OP.

Yeah, both cards are AGP, the real problem is I don't have a PCI card laying around. I thought I had a voodoo5 laying around, but apparently I junked it.

I just cleaned the CPU fans/heatsink and I'm having the damndest time getting the heatsink off of the CPU. Note that I haven't ever had to take the heatsink off since I built the computer.

And thermal grease? Where might one obtain some?