Changing OS didn't solved my problem.
Now I discovered what it was all about. It's 20:00 and the weather outside is above 30°C. It's damn summer here, lol... See by yourself: http://www.cnn.com.br/tempo/cidades/sa/Brazil/SantaMariaSBSM.html
I opened my pc and put a fan (a "human's fan") in front of it. The weather in the mainboard came from 49º to 37º, my computer is on more than 2 hours till now, and I could play FIFA 2003 and Counter Strike with no problems.
Who would now that... it's a month I have been trying to change drivers, reinstall OS and all that stuff. At least I figured out.

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Atlhon 800
Motherboard Asus K7M
256 MB PC 133
Voodoo 5 5500
SB Live MP3+
Win XP Pro
Directx 9

Is there a problem if I have both os in the same hd, but in different partitions?

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Atlhon 800
Motherboard Asus K7M
256 MB PC 133
Voodoo 5 5500
SB Live MP3+
Win XP Pro
Directx 9

Isn't it better if I format my hd and install win98 for games and winxp for the rest?

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Atlhon 800
Motherboard Asus K7M
256 MB PC 133
Voodoo 5 5500
SB Live MP3+
Win XP Pro
Directx 9

I also already tried to change VIA chipset in 3dfx tools, to compatibility and to BIOS default, but didn't help.

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Atlhon 800
Motherboard Asus K7M
256 MB PC 133
Voodoo 5 5500
SB Live MP3+
Win XP Pro
Directx 9

Thanks for helping.
I installed the AGP driver listed in Nightbird reply (Windows® 2000/XP AGP Driver - Microsoft Digitally-Signed, Version 5.33). After, reinstalled amigamerlin, but the problem persists.
My motherboard is Asus K7M.
In asus page (http://www.asus.com/support/download/item.aspx?ModelName=K7M) there is an AMD Bus Master IDE Driver v1.40G for Win NT40/2000/XP. I downloaded it, but when I try to install, i receive an error message "No AMD compunds found".

Atlhon 800
Motherboard Asus K7M
256 MB PC 133
Voodoo 5 5500
SB Live MP3+
Win XP Pro
Directx 9

Where are u man??
It's 5 days I'm waiting for an answer...

Atlhon 800
256 MB PC 133
Voodoo 5 5500
SB Live MP3+
Win XP Pro
Directx 8.1

Another thing: when I first installed win xp over win me (updating) my voodoo worked perfectly with any driver.
I had to reinstall win xp alone (no previous win me), so my problems started.

Maybe I should have told you that I use an Athlon 800 with Asus K7M board. I did`t installed any bios patch but this: http://www2.amd.com/us-en/Processors/ProductInformation/0,,30_118_756_759%5e871%5e2367,00.html.

The normal crash that uses to happen is that the game freezes and the sound comes repeting.
The last crash I had that also happens but not very often is the blue screen saying that it is possible that 3dfxvs.dll is crashing the system.

I did exactly what you said. Installing directx 8.1b doesn`t seemed to change it, because i got the same version from before (directx 8.1 (4.08.01.0810)).
Something that I noticed is that FIFA 2003 crashed not in the game itself, but in a pre-game screen - team management.
Is there a possibility that another thing that not video driver are crashing the system? I already tested audio drivers, both win and creative, and all crash.

Well, I had reinstalled windows already.
Now I have the directx that came with it and amigamerlin se. Got the same old problem.
Should I install directx 8.1b first, and after the video driver? Is the file DirectX 8.1 Redist in that link you provided?

Now I installed directx 8.1b for winNT.
Is is still showing in dxdiag directx 9, but during the installation of direcxt 8.1b it seems files were copied, what hadn't happened with the directx from the link you provided.
Is there a way to get rid of direcxt 9 without reinstalling win XP?

I followed all steps in order, but when I run dxdiag it is still showing directx 9 (I had it previously installed).
In the link you put I found directx 8.1 redist and 8.1 SDK. I installed the first. Is it correct?

I had done all this you told, except by directx. I'm using direcxt 9 and amigamerlin 2.5 se.
This has to be done in order?

It is not the cause. I tried this settings and got the same blue screen problem.