Probably overheating. Desktop or laptop? Take it apart and blow any dust out. My Toshiba A65 laptop had a problem where dust and hair would settle in clumps on the heatsink (very common problem for this laptop) so even the fan blaring at full speed didn't do a thing.
Does it shut down (or "hibernate") or restart? Sometimes if it's something that bluescreens it restarts almost immediately after showing the error so that you didn't see the blue screen.
