Bgarret,
The easiest way is to turn off the automatic reboot. In the Control Panel double click the System icon and go to the "Startup/Shutdown" tab. Turn off the check box next to "Automatically reboot".
Whenever the system "blue screens" it will need to be manually rebooted. For this reason, you may want to turn this back on when you have fixed the problem (I prefer to leave it off on all my servers).
Also, as darrangl mentioned, on SP5 and later, there should be an event in the system log, with at least the first line of the crash dump.
Good Luck!!
Cheers,
Sam