The blue screen means that your computer crashed. If you weren't running too many programs, it could be a bad update from Windows Update that was installed. If you notice that you are doing something just before it crashes, you can probably narrow down the cause of it. A computer normally crashes if there are too many programs opened and your computer needs more memory than it has available, but there are also many other causes of a crash such as bad updates that will mess up components inside your machine.
If you are running Windows Vista (64 bit), there were 3 updates that I had to remove a few weeks ago that were messing up the video card on my computer. To check what operating system you're using, go to Start, and then go to Control Panel, then System, and it will say your operating system and whether it's a 32 bit or 64 bit system. The problems were happening in the 64 bit versions of Windows, like mine. If you've had your computer for less than a year, or you are still covered under a warranty that you bought, I'd suggest calling the technical support number for your computer's manufacturer (Dell, HP, Gateway etc.) to see if there is a known issue that they can walk you through to fix your computer.
Even if you're not covered under a warranty anymore, still try calling the company who makes your computer to see what they can do for you. It might even help to take a picture of the blue screen so that you can look at what it says and then tell the support people what errors you are getting (it goes away too fast to write anything down, and you can't take a screen shot at that point either with the Print Screen key). It really could be anything just knowing that it crashes without knowing why.