Windows XP unexpected shutdown

Hi,

I'm sorry but I couldn't find the right group for this matter.

Over the past 2 months, my laptop has been shutting down very fast when I
start playing games or run any heavy application.

Call of duty 2 for example.

When I'm connecting to a server, the moment before the connection completes,
it shuts down.

I tried reinstalling XP. The first time I did it, it worked... the PC no
longer shuted down, but after some time, the problem came back.
I tried reinstalling again, but this time, it was of no use.

I thought of overheating, but I tried leaving the machine turned off for
several hours and trying to use it afterwards, but it still shutted down.

Could you give me a hint about how to solve this?

Thank you for your time