System Shutdown automatically

Hello,
My system shutdown automatically, sometimes as I power on my system, sometimes as the windows XP desktop show and sometimes while I am working on my PC like installing softwares, internet surfing or at any other operation perform. Sometimes its working 1 to 2 hours without shutting down and sometimes it shutdown withing 2/3 minutes. I have replace my CD ROM drive, Hard Disk, CPU fan and Power Supply. Please tell me what is the problem as soon as possible.

Thanking You
Vijay