Welcome to the forums, Kakao! I've recently been told I need to "personally touch" every new member. So I'm trying to do that without violating any international treaties. There's a whole bunch of smart people (and some of us not so smart ones, gotta keep it balanced!) who love imparting their knowledge. Ask, and ye shall recieve!
Well, if the power supply loses power, it'll shut down. Simple as that. Some BIOSes have a option to have the system start back up after a sudden loss of power. But unless you have this option, a UPS is your only choice.