what os and hardware? are you sharing any interrupts?
I used to have an abit bp6/dual celeron box running win2k server (test box for a cs project) with a tnt2 . Every time I tried to load half-life, it would run for about 30 seconds, and then crash. It seems that the nvidia detonator drivers dont work with win2k server, despite working fine with win2k pro. So, my first suggestion would be making sure all of your drivers are for the right OS, and all of your hardware is on its own interrupt.
Following that, its usually a heat or powersupply issue. Your computer is shutting off during high load. High load brings two things: heat and a demand for power. If it can't handle one or the other, its going to reboot. If you have a hardware monitor, try running a demanding application that doesnt take the full screen (seti, dnetc, mprime), and see how the temperature and voltages vary. If the temp rises really really fast, or the voltages start moving around, you'll have a good idea of what's causing the problem.