Assuming this is not hardware fault (Goofy memory would be the #1 suspect for this error):
In Windows XP Service Pack 2 Microsoft introduced Data execution prevention (DEP), a set of hardware and software technologies that perform additional checks on memory to help protect against malicious code exploits. In Windows XP SP2, DEP is enforced by both hardware and software.
Some software/application behaviours are incompatible with DEP - data execution prevention. Applications which perform dynamic code generation (such as Just-In-Time code generation) and that do not explicitly mark generated code with Execute permission might have compatibility issues with data execution prevention. Applications which are not built with SafeSEH must have their exception handlers located in executable memory regions.
Applications that attempt to violate DEP will receive an exception with status code STATUS_ACCESS_VIOLATION (0xC0000005).
If an application requires executable memory, it must explicitly set this attribute on the appropriate memory by specifying PAGE_EXECUTE, PAGE_EXECUTE_READ, PAGE_EXECUTE_READWRITE or PAGE_EXECUTE_WRITECOPY in the memory protection argument of the Virtual* memory allocation functions.
If you are having issues with 0xC0000005 errors in DEP and a particular piece of software is causing the offence, contact the vendor for a resolution...
Note: It is possible to "Turn Off" DEP, but that's a last resort.
First insure your system is virus and malware free (another whole thread).
Then insure your memory is OK, http://forum.x86-secret.com/showthread.php?t=2807
and get memtestx86 to do this.
Then contact the vendor of the game to see if a patch exists or known issue, specifically their software must explicitly set SafeSEH or must have their exception handlers located in executable memory regions.
Last resort is disable DEP, which you can google for, but this is not advisable, it's there to protect you from idiots. Hardware-enforced DEP is designed to defeat a class of malicious attacks that attempt to insert and execute code from what should be non-executable memory locations. DEP prevents these attacks by intercepting them and raising a hardware exception.
Mostly Lifted from Marc Liron at UpdateXP.