Why does my computer shutdown while playing a game

Download speedfan, turn everything to 100% and check if you can play. It's probably a problem with your fans and your computer decides to shutdown because it gets overheated.
If this doesn't work, try to open your computer and clean it with canned air... I've also gotten these solutions from a forum. I haven't tried 'em yet(I have the same problem as you), but I'll post them anyway:
"There is a few possibilties
1. Cpu under load starts causing errors
2. Memory chips are duff
3. Power supply has a bad rail causing intermittent shutdowns
4. Motherboard has an intermittent fault causing a restart
5. One i found myself CD-ROM is broken causing the computer to lock up on startup as it can,t read the CD-ROM
Solutions cheapskate version
1. Swap CPU or try it out on a friends comp
the latter being the cheapest way.
2 Take out mem chips one by one until the problem disappears or run memtest dos version if you only have one chip
3 Find a friend with the same type power supply. There is 3 common kinds AT one blade Atx 2 blades Btx not out yet in any meaniful way. A xp or p4 will need at least 300w a p3 or athlon will make do with 230w this will work in a xp or p4 would not advise it though. And plug it into your system see if the problem disapates. If you move the cases about you can check your system without removing the supply in the other case. The leads will stretch over.
4.If you have tried all of the above and everthing checks out it usually means your motherboard is dying. Caused by a dry solder or a faulty chip. Use hwinfo dos version to check motherboard it has got basic set of tests to run.
5. Broken CD-ROM/ Windows will start up as normal but will freeze just before you go into the welcome screen.
6 Have some really nice friends with a similar comp"
/NoNo


Another one is that maybe you bumped the power of the CPU
LOL! Coz that happened to me already!