First post the amperage of your power supply, there should be a sticker on the side of it when you open up the PC. There should be voltage 12V, 5V 3.3V.... The most important one is 12V look under 12V and post the Amp (A) value.
Also, if it is your PSU, the reason it is doing this is because when installing Windows XP, a lot of disk operations are being performed and that requires a lot of power. A weak PSU can be overloaded and shutdown.
This could also be a heat problem, go into your BIOS and look if there is a temperature monitoring section. Post what temps you see.
Lastly just post your system specs so we can actually see what you have.