Lock up and reboot problems

[Ubergen]

Okay, I'm hoping someone here can help me. I am running WinME on a Duron 850 mhz with 256 RAM. My computer lockups up all the time and just reboots itself. It does it a lot while I'm gaming online but it also does it when I'm just in Windows. My computer also won't shut down all the way, it just reboots no matter what option I choose. I always shut down programs I'm not using, especially while gaming. Please help. Thanks.