My PC Crashes When I Play Oblivion

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Hey lads!
Im having a bit of a problem, some times when i play the game i can play for hours and then my comp just shuts down, some times after a few min of play. It just like when you hold the power button ind and i shuts down. just the same way. The game is also fully updated.
And when im in loading screens in general my comp says some "Really Strange" Sounds.

My Spec :
Windows Xp Pro - Service pack 3
Intel Core 2 Quad Q6600 - 2.40 Ghz
4 GB Ram
NVIDIA GeForce GTX 280
Power Supply 750 w

Hope Eny one can help. Thanks lads in advance =) !
 
Shuts down suddenly?

IMHO, though we need more detailed info, it might be the PSU.
What brand is it? do you know the exact model number?
 
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