theres a few things that could cause this. possibly a fault with the battery or alternator - the fan will take a boost of power when it starts and if there isnt enough electric for the fan and engine to fire then it will stall. taken it to a battery centre and get it checked, they should be able to check the alternator too. also if you have changed your air filter for an after market (performance) one, as these are usually less restricive therefore when the fan starts, it will be blowing the hot air into the air inlet which could cause it to stall.
Matt
July 2006