Well first of all you need to find out what;s going wrong. bluescreen, freezes, etc.
If it's a bluescreen, get the 0x0000000 number as it usually tells you what has failed.
If it's a freeze, it might be a RAM or HDD issue.
I know for certain that if your rig just shuts off (no crash, just powers off like that) then it's a powersupply issue or a short.
If it's video, you'll get no video message from your monitor or corrupted graphics.