This could be a number of problems, but I dont think it is a heating problem.
Your PSU is quite a low voltage, but if you could post your computer stats that would be very helpful.
Also I had a similar problem with my gfx card. Whenever I played an openGL game i.e. Half-Life or one of its mods my computer would wink out. This was sorted by updating the drivers.
Also, to check this isnt a hard drive problem, you need to set your pc not to shut down immediatly, but to display the good old blue screen of death. I am not entirely sure how to do this. At a guess you go to start --> control panel --> system --> advanced settings and have a sniff around there. Maybe someone else could post the direct instructions to set it :p