Anyone who tells you why this is happening is talking bullshit, the truth is even Bill Gates wont even be able to tell you for sure why it is happening.
However, being the idiot I am, I will attempt to help you with your problem:
1— Uninstall, delete all files, redownload, reinstall, does it work?
2— Right click, run as administrator, does it work?
3— Configure for windows XP service pack 2, right click, run as administrator, does it work? (if no: undo and repeat with each following step)
4— Turn off any software that could be trying to block spotify comericals, does it work?
5— Download and install the latest service pack for your operating system, does it work?
6— Download and install a free registry cleaner and run it, does it work?
7— Run a full virus check and removal, does it work?
8— Try running spotify a few more times, but this time insult the computer and get angry when it stops working, does it work?
If you are still answering no, you are on your own.
EDIT: there is a reason why its called the blue screen of death and not the blue screen of maybe I can fix it.