Have you done any overclocking? If so, that would be a good suspect for the cause. Another to look at would be your PSU, did you go cheap and get a low quality one?
If you haven`t oc`d and have a decent PSU in there, then check for overheating. Run some temp software while gaming and see how high you are getting. It could be your computer shutting itself down to protect itself from being cooked.