Please help,

I bought a new Fujitsu Siemens computer last July and haven't had any problems with it until a few weeks ago. I haven't modified the computer in any way, I only use it for browsing the web and playing games. I bought and installed Sid Meier's Civ 4 a few weeks ago. 2 - 3 minutes into playing it, the screen went blank and was accompanied by a buzzing sound. A blue square then appeared in the middle of the screen saying 'no signal'!!!!! Nothing I did could shift this and I had to turn the machine of at the plug. Thinking it was a one of, I tried playing the game again and the same thing happened. This was the only game this had ever happened with despite playing such titles as BF2 and WoW. I've just bought the Elder Scrolls: Oblivion and 5 minutes into this, the exact same thing happened. I am at the end of my tether as my knowledge of IT is still quite primitive and I desperately want to play my games and not see it as a waste of £60!!! Any help or advice would be greatly appreciated. My specs are:

Intel Pentium 4 3.2GHZ
XP
Direct X 9.0

Graphics card is a GeForce 6200 Turbocache 256MB

I got 1 GB RAM

I think that's everything

Many thanks. Ketchc!