Closes when I go to play a game

Everytime I go to Pogo web site to play a free game. Pogo home loads, and the
game starts to load but just when it does my Explorer shuts off and sends me
back to my deask top.
What can I do? I'm operating XP Home , It just started doing this a week ago.
Also at the same time, When I boot up my PC the icons don't show up till I
close out the internet connection that does boot on.
Any suggestions would be appreciated.
Thanks