, balaji. Welcome to the forums.
Along with what DogSnake asked, we also need to know the complete specifications - what hardware and operating system (yes, this is a Win7 forum, but you could have posted in the wrong place) - of your system.
You say shut down. Do you mean that the system turns off, blue screens, or does a reset and reboot?
Under what conditions? If only during gaming, what games?
Did this problem just start?
We cannot make house calls, so we need to know all that you can tell us.
Now, based on what you have told us, if the problem only happens when you play 3D games and the result is a reset/reboot cycle, my first guess would be inadequate power from the PSU. That is one reason for needing to know your hardware.