Shut-Down & Restart Problem

When I'm doing something in my computer sometimes it will just start over, as in turn off and then restart all on it`s own. Or I will be playing a small base game or even in a word program and BAM! Shut down and restart. Why is this happening and how do I fix this. Now I have already cleaned out all the dust through the system and made sure of all connections and are good and configuration is set, I think! So what am I doing wrong? Can anyone tell me how to fix, Please. Thank you