What power supply do you have? It sounds like your power supply cannot deliver enough power to run your graphics card at full power, so it's shutting down if you are turning up the graphics settings. I would recommend a good quality 450 watt power supply at minimum for that card. If you have something like a 300 Watt power supply, that won't be enough to run a GTX 660.
Overheating is another possibility, if either your CPU or graphics card is running too hot, it will cause the system to shut down to protect itself from damage. You can monitor your temperatures with a program called HWMonitor. If your temps are very high, then you have an overheating problem.