Overheating.
Something in your PC isn't being adequately cooled so when you're stressing it (by playing a game) and the part isn't getting cooled enough, your fan tries harder and harder to keep it at good temperature, but fails at doing so. Then when your fan can't spin any faster and thus can't cool it enough, the overheating part reaches the shutdown temperature, basically when the part reaches a high enough temperature, it automatically shuts itself down to prevent physical damage, resulting on your computer choking on a dick.
Get a temp monitoring program and see what the temps are on the mobo, graphics card, and processor when you're gaming.