Does it just reboot with no error message? Or does it give you a BSOD?
Start > Right click My Computer > Properties > Advanced tab > under 'Startup and Recovery' click Settings > under 'System Failure' uncheck 'Automatically restart'. > Click OK on all dialog boxes.
If it does it again, and you get a BSOD (Blue Screen of Death) then give us:
The words in all caps on the top of the screen (something like IRQL_NOT_LESS_OR_EQUAL, not necessarily that, but that's an example);
and the STOP code, which is formatted like this: 0x000000##, where ## = some numbers/letters.
You could also try a spare power supply and see if that is the culprit. Are you sure its not heat issues? Have you checked what the CPU temps are?