Fancisco,
Thanks for the additional information. That helps a lot.
What you describe sounds like a "zombie" process is being created. The term is used to describe cases where a call is made to a kernel device driver but the that call never gets a response. The process cannot be completely killed because there is still an open kernel API call so it remains in the task list as a "zombie". The only way to free up whatever resources remain locked is to reboot the OS.
As you are using XP from a VM, there is probably an incompatibility between one of the device drivers and the VM's virtualization of that hardware. That could be a bug in the device driver or the VM's hypervisor. Either way, I'm not sure I'm going to be able to help much with this. Is it an option of you to run Windows natively (IE not with a VM)?