Windows 7 or vista

There are millions of reason why would that happen.

For example, if you are on laptop, then your battery might be too low so Windows is shutting down automatically.
Some viruses could cause shutdowns as well.
Overheating is highly possible (for example, the CPU fan inside does not work or your ventilation's holes are all stuck with too much dust so your cooling pad won't help much).

7 works the same as vista and vista same as xp for shutting does, standby and hybernations, you need to read your manual a lot more and do research how these work and how they should be used.

7 kicks ass