PC Crashes when playing CoD4

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Ok i recently stopped playing MW2 and started playing CoD4 again

But whenever i really get into a game, about 5 or 10 minutes in, my computer randomly shuts down.

I don't know if its overheating, Or using up too much Physical memory/CPU or whatever (Im fairly novice with the hardware and theory of PC's, so please be patient)

Also im planning on upgrading my PC in july when i have enough money, Any suggestions of what to improve?

If anyone can help me please do so

AMD Phenom(tm) 9550 Quad-Core Proccessor
4.00 GB Ram
NVIDIA GeForce 9500 GS
 
noticed you didn't list your PSU does it have the capability to run the NVidia GeForce 9500GS
 
Suspect the power supply. It is always a good investment to buy a higher quality power supply... Quality is much more important than power rating, as you want a very quick response, and steady output..
 
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