power supply shutting down

Thought everything that could happen to me already did but here's a new one. At first this only happened when I played a downloaded game from a certain game site. Maybe 5 or 10 minutes into the game the power supply would shut off........tower light still on but everything else is off. So I just quick downloading from that particular site and everything was ok for a couple of months. Now once again this is happening........this time during a downloaded game and also while trying to watch a show on a full episode player. The computer starts right back up with no problem and I can do anything else except these particular things. Anybody have any ideas on this ???????????????