I was going to as if you installed with Wubi, but you mentioned Fedora does the same thing.
Does it freeze when you use a particular programs, or particular set of programs? For instance, does it freeze when you use firefox and amarok, but it's fine when you use g-edit or kate?
Versions are definitely important when you're talking about Linux. Be as detailed as possible when asking about problems. Simply stating a problem is vague. It's ok though, we all learn sometime, right? Telling us about your hardware is good, but your exact brand of RAM and PSU aren't imperitive. Unless your hardware is having problems (which isn't the case since Mandriva is just fine), then your system seems more than fit to run Linux. My PII system runs Debian Etch without a hitch.
When you say Mandriva is fine, are you sure you're stressing it in the same way? Tell us as much as you can about the problem.
Oh and welcome to the forums
We're a friendly bunch here...