You can disable Windows XP Operating System and application errors from being sent to Microsoft. Even though these errors are confidential and will not have your personal information attached to them disabling the errors will stop you from being prompted to send the errors to Microsoft every time something crashes or you kill a process. Also whenever these errors are disabled from being sent to Microsoft you have the option to either still notify you or to not do so. My recommendation would be that even though you disable the errors from being sent to Microsoft annonymously that you should definitely still be notified of these critical errors.
Follow the below steps which detail how to not send the errors to Microsoft but to still watn you of such errors.