Does it only happen when playing here?
Overheating or a problem with your power supply would cause an immediate shutdown but, power supplies tend to die gradually over time meaning that your computer would be rebooting itself, not shutting down completely. And that would happen anywhere, not just here.
The problem could be in your graphics card, so you should update drivers just to be on the safe side anyway.
Try this too:
Go to your Control Panel and open up Administrative Tools. Click on Event Viewer. Once that opens, click on the System tab at the left and look for any entries that are marked as error and are preceeded with a red X. Try to find one that matches up to a time when your PC shut itself off. Double click the error message and it should bring up a box that tells you what happened. If you're not sure what the error means, tell me what it says and we'll try to figure it out.