Not knowing what OS we are talking about, I will assume that the machine runs with Windows Server 2003+.
Have a look in the windows event log (http://support.microsoft.com/kb/308427), a number of categories there, check them all out (although Application log should be the most relevant), the right panel will give a list of events - sometimes a little cryptic, but generally using a combination of event time + related application would allow you to identify the relevant event (if any!) - simply scroll through the lists and check out the details related to the event of interest.
Also have a look at the SQL server event logs themselves,
**** from http://www.informit.com/guides/content.aspx?g=sqlserver&seqNum=242 by Buck Woody ****
the Error Logs in SQL Server are actually text files. They are normally found at:
Program Files\Microsoft SQL Server\MSSQL.n\MSSQL\LOG\ERRORLOG and ERRORLOG.n
Replace the āNā with the version of SQL Server and the error log number. But most folks use graphical tools to read them.
****
HTH,
B