What does it mean when your pc makes a popping sound then shuts down and the mon

i was alrdy booted up and on the net watching my shows and all of a sudden i heard a loud popping sound and my pc shut down immediately, like someone disconnected the power, it all happened in like a split second. it scared the crap outta me. my bf looked at it nothing obvious was wrong. then i started to smell a burning smell. i thought it may have been a wall socket or surge protector, but we cant find ne thing wrong with it. i turned it back on and i had to choose to boot up normal or safe mode, i did normally, and it booted up fine and i got on the net again and no more problems. can someone pls help me before it happens again, i dont wanna have to go buy another computer if this one blows up or something.
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More about what makes popping sound shuts
  1. Power supply.
  2. if it was a wall socket we would have seen the burned part on it and we didnt. and my bf touched the monitor and the cpu and he said the cpu was cool the monitor was hot and the smell came from the monitor. but y would the monitor cause the whole cpu to shut down?
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