1.) Video cards (newer ones) eat up a lot (like 400w) of energy out of the power supplies... This can cause the card to have problems, computer to fail, etc.... Check the card vs power supply on wattage and usage...
2.) Get some compressed air and spray off the fans, hardware, and into the power supply.. Dust can do a lot!
3.) Do you have enough fans cooling the inside of your computer case?? Good air flow is important...
4.) Look in your BIOS for the shutdown temperature (write it down)... Then look and see what other temperatures you can find out in the bios... You might find your problem if its heat related...
5.) Something could be loose (wire, plug)... Check them...
Those are some things to try...