If Windows inexpicably closes and your PC shuts down, it's almost certainly overheated. The PC, which monitors the temperature of the CPU, is protecting it's delicate circuits from the ravages of heat. (On the other hand, if you PC frequently shuts off without closing Windows first, causing an error message when you next boot, it's likley time to replace the power supply.)
You can monitor your PC's temperature with SpeedFan, a free program by Alfredo Milani Comparetti. Although intended for adjusting fans to fine-tune the heat, noise, and power balance, SpeedFan also displays the CPU temperature in the system tray.
Of course, knowing the CPU's current temperature isn't much use if you don't know the chip's safe parameters. If you don't know your processor, click Start, right-click My Computer (Computer in Vista), and select Properties. With that information, go to CPU World to find your processor's temperature information.
What can you do to relieve overheating problems? If you have a desktop PC:
- Make sure nothing is blocking the PC's air vents.
- Unplug the PC and open it up. Use a can of compressed air to remove dust, especially around the fans and vents.
- While the PC is open, note the position of the internal cables. Are any of them blocking vents or air flow?
- Plug in the PC--while it's still open--and boot it to make sure that all the fans run properly. If one isn't spinning, try to find out and fix what's blocking it.
If you have a laptop:
- Make sure that nothing's blocking the vents in any location where you commonly use the PC. Be especially careful about running it on top of pillows or blankets, which can easily block the vents.
- With the PC off, spray compressed air into the vents to remove dust. Use only a moisture-free compressed air canister.
- If these steps don't help, take it to a professional. Unless you really know what you're doing, you don't want to mess with your laptop's innards.
Could software be the culprit? Unlikely, but if your PC isn't overheating, a bad driver may be at fault. Try updating your video and sound drivers just to be safe. And it's possible that a malicious program is behind the damage. See Scan for Malware With Online Tools to see how to handle this.