Hi Guns and welcome to the forum.
We could do with a little bit more background detail on your machine specs to aid us here.
When you say 'Shuts down' do you literally mean everything shuts down or just you loose the graphics?
when the computer starts keep pressing F8 it should go to the OS choices menu. Don't boot into safe mode but look for anything that says 'DISABLE AUTOMATIC RESTART AFTER SYSTEM FAILIURE' . You want to disable the automatic restart feature. press enter to start normally. See what the error is if you can and write down and post on here.
It could be a bad PSU causing the problems but firstly I'd look at it being the RAM or the graphics card.
If possible take out the RAM and the graphics card and see if you can encourage it to fire up from there. If you can get it to do this then add one RAM stick at a time followed by the graphics card until you get the system failiure.
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