This could be many things so I guess its best to start with the obvious...
Heat.. Whats the cooling like inside the case? It may be fine when your not doing much but when you start to task the system this is when the heat build up could be a problem leading to a shut down.
You could try running the same games again but this time leave the side panel off the case. If you don't get any problems then its the heat and you must try and improve the air-flow through the case.
If however it still does the same try and write down any error messages/numbers as these all mean something.
Let me know how you get on..

__________________