Sudden WinXP SP1 shutdown

I seem to have a suicidal computer.

Whenever I'm playing games (games like Jagged Alliance 2, old games through DOSBox, UT2004), the computer randomly shuts down. Believe me, it's amusing yet annoying when you get hit by a Redeemer and the computer suddenly shuts off.

I thought my computer was just being a sore loser, but that theory went out the window when I was playing Jagged Alliance 2. I just took over another sector, and I set a medic to heal my mercs when the computer shut down again.

After a few experiments and some virus scans and ad-aware scans (which revealed malicious JRE files that were planning to take over my computer), I think I may have an idea. I think that it may be a remote shutdown problem, because it never happens when I'm off the internet.

Can any of you help me out in preventing future shutdowns? Perhaps some computer Prozac? Anyone?