- Does this happen when running in safe mode?

- When did it start happening?

- Had you added/changed/removed anything in the system just prior to the problem's appearance?

- Are there any errors or messages in your event logs which might pont to the problem?

- Does this happen only after using certain programs?

- Have you tried individually disabling all unnecessary background applications (AIM, MSN Messenger, Anti-virus programs, etc.) before shutting down?

- Have you used Windows Update to make sure you have the latest patches/fixes/updates installed?

Actually, it happens when after playing games such as thirdteen

Again- check your event logs for possible clues. You can do this by using the Event Viewer in your Administative Tools menu.