Problems with XP install

I am building a new PC. Here are the specs:
P4 Intel 3.0 ghz on Epox MB (4PLAI)
Diamond Stealth 128 mb AGP video
Integrated sound and LAN
1gb DDR ram
300 gb SATA Maxtor HDD
500w power supply
Everytime I install XP, at the finishing installation (with about 7 min
left), my screen goes black but power is still running. I have tried to replace video card with 4 dif brand and models. Went from 300w power to 500w power supply. I have tried putting in 20 gb IDE HDD, good known working memory stick, with just regular CDrom drive and still same thing. What is happening and what have I done wrong?

 

I'd go for a display problem.

Since u've already tried different video cards, have u also tried on a different monitor?
I don't know what xp is setting up 7 minutes before the end, but it certainly finishes by installing the devices.