My pc turn off by itself

Hello, first i just want to say that i am not a native english speaker/writer.
i want to ask why my pc turn off by itself when playing a game (with out going trough the shut down process)
my pc spec
i cute 0508ULA-5G1-BB W/power 500W/P4
HIS HD 4850 1GB
2GB ram
Intel dual core 2,8Ghz(forgot the series)
wdc 500GB hdd
Gigabyte P43T-ES3G

is it because the PSU?
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