It's part of Windows, and if it's crashing the way you're saying, it means you need to install a service pack/upgrade Windows to remove a bug in it, which if left, will allow your PC to get infected with viruses within minutes of plugging it into the Internet without a firewall. I might be overestimating the time when I say minutes too, it's most likely faster.
Since you said you've got a firewall and it's still doing that, I'd conclude your PC is already infected beyond repair, and needs Windows reinstalled cleanly. This time though, install the firewall and activate it before connecting to the Internet again.