I resolved the similar problem in my new X41. If the symptom is Windows crashed with a blue screen, the potential cause is the DEP (Data Execution Prevention). Windows XP SP2 has such feature. The user is allowed to alter the setting in Control Panel->System->Advanced->Performance Settings->Data Exe...

I just have my new X41. I have the same problem, Windows crashed with blue screen when I start Nikon Capture 4.1.3. I logged this problem to Nikon Support and see whether they can help.