Windows always has a few files and parts of the registry open, if your machine crashes or when there is a power outtage windows will not have the change to write its stuff into and close the files properly which then can get corrupted.
As for newtype_alpha's observation, I've used every Windows since version 2.1x for 286, at the moment I run Win 95, 98SE, 2000, XP and 7, some machines have been running longer than 10 years and none of them has shown that sort of problem, I guess that it comes down to maintenance, especially XP can get a litle flaky if you don't clean up the registry from time to time.
I used the defragmenter not too long ago on my lap top and it noticed that there were some files that needed to be defragmented in the boot sector (iirc). Thought it fixed it up, but obviously it didn't.
As for corruption file wise, is there anything I can do if it's been corrupted?
@ Ghostavo Fring: Thanks
RIP Robin, you'll be missed
. Credit goes to Ticketmaster for this picture of Robin, no copyright infringement intended.