Windows shuts itself down

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I have a custom built computer with Windows XP that I've had for about three years. The last month or so it has been acting up. When I turn on the computer, then click my name to log in to my account it does so without a problem. But then whenever I click a program, either immediately or after a few minutes the computer all of a sudden logs me off and shuts itself down. It doesn't just turn off, leading me to believe it's a Windows problem, not a hardware problem. And here's the funny part: if I log in to my account, then quickly switch users and log into another account, when it tries to shut down a message pops up saying "Other people are logged on to this computer. Shutting down Windows might cause them to lose data. Do you want to continue shutting down?" And if I just ignore that window, I can stay on the computer as long as I want. It seems like if I can "trick" the computer into not shutting down, the problem isn't that serious. Any ideas how to fix it?
 
It doesn't matter which user name

It doesn't matter which user name I'm on, they all shut down. It's only if I'm on any 2 user names at the same time that I can trick it into not shutting down.
 
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