The Blue Screen in Windows (called the Blue Screen of Death or BSOD) is a sign that Windows has hit a major fault and cannot continue.
Normally Windows has built in recovery so if it gets a problem it can carry on (this goes on all the time and most of us are not aware of it happening).
But sometimes Windows gets a problem that is so bad it basically throws up its hands in despair and says "sorry I cannot carry on".
For that reason BSOD problems are hard to fix.
There is a bit about it here
http://en.wikipedia.org/wiki/Blue_Screen_of_De ath