Are you overclocked? First thing id do is make sure your OC is still stable (if you have one).
2nd, if it only does it in Borderlands, check your graphics driver. Make sure you are running one of the latest drivers and be sure to uninstall the drivers completely (driver sweeper, delete files.. some say its not needed but Im old school and like to remove it all).
If that doesnt work out, Id try memtest86 and check for your ram (or pull a stick of ram and test each individually).
Its possible its your PSU, but with only random shutdowns during Borderlands, Id think about a possible SLIGHT instability in your OC or graphics driver error. Also, check windows event viewer, see if it logs anything right before this occurs. May give you an idea to the problem.