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My PC dies on its own

Im having another troublesome problem that has been bugging me for the past few months. My computer is dying on its own while im playing games. And it happens ONLY when Im playing games. I play games from bigfish or reflexive, or DotA or even simple SNES or VisualBoy games. Oh yeah, it also dies while im playing on FACEBOOK! WTF! ITS INCREDIBLY IRRITATING!

What Im thinking is that it could be an issue with the power supply because that's where the power is coming from and that would cause the computer to shut down on its own. BUt why does its stay on when im NOT playin games?! Which means it could also be an issue with the display driver or I might need to install a new video card or something.. Oh I dont know..
Im still saving up for a video card anyways.. I'll buy a power supply along with it.But not right now, Im still paying for my house.. ^_^