Try a different OS disc... XP or 7, its your preference. Are you sure the installation media you have are working correctly?
Or, your RAM may be corrupt, that's a reason for BSODs. If its old, clean the golden ports on the RAM and insert it back.
@gagan007: That IS a reasonable question. You can assign half your bandwidth for downloading, and half for browsing. The possibilities are endless.
There are software like the famous NetLimiter, from NetLimiter - The Ultimate Bandwidth Shaper that you can use to control your bandwidth, by...
Are you trying to connect to a remote SQL instance? you should enable it first, then.
Open the surface area configuration tool, and in the remote connections tab, allow remote connections using both tcp and named pipes.