Key: SOFTWARE\Microsoft\Windows NT\CurrentVersion\Windows
Name: ErrorMode for Windows NT4, the value is NoPopUpsOnBoot
Value: 0 All system & application errors popup
Value: 1 Errors from system processes are suppressed.
Value: 2 All system & application errors are suppressed.
If you suppress popup messages, particularly system messages, you may be blinding yourself to a potentially fatal error occurring in the OS. If you do turn these off, start checking the event logs more frequently.
A related area is System Hard Error Messages. I would not recommend twiddling with this registry value:
Value: 0 Errors are serialized and wait for a response
Value: 1 If the error does not come from the system, then the system continues in normal operating mode. If the error comes from the system, then it is written to the system log; no user intervention is required and dialog boxes are not displayed.
Value: 2 The error is written to the system log; the dialog box is not displayed.