Assuming you're running either XP or W2K, I would suggest opening Event Viewer (in order to access the error logs), and check for any critical errors (Start | Run | Type
eventvwr.msc and click OK). Highlight "Application" and "System" independently in the LH pane | Right click the error message(s) (critical errors are in
Red), and select "Properties" | Write down a couple of the latest critical error messages
exactly as they appear (under the "Description" field), and post them in this thread.
Also, open the System Information tool by typing
msinfo32 in the Run box | Expand "Components" | Highlight "Problem Devices"...and Software Environment | Windows Error Reporting (look for any problems that might be listed there).
In addition, go to Start | Help and Support | 'Pick a Task'-->'Use Tools to view your computer information and diagnose problems' | 'My Computer Information' | 'View the status of my system hardware and software' | 'Hardware/Update' and Troubleshooters.
To review Shutdown Event Tracker data, open Event Viewer, select the 'System' Log, and scroll to the 'Event' column...look for any entries with the number 1075.
HOW TO: View and Manage Event Logs in Event Viewer in Windows XP
By default, when XP encounters a system failure, it reboots without warning. The setting that controls this can be changed...Control Panel | System | 'Advanced' tab | Settings (Startup & Recovery) | System Failure | Uncheck 'Automatically Restart'.
Try running the DirectX Tool...Start | Run | Type
dxdiag, and click OK | Lower 'Hardware Acceleration' (Display | Settings | Advanced | Troubleshoot | Hardware Acceleration).