Hi James,
Have you checked the error logs for any clues? Right click My Computer > Manage > Event Viewer > System.
Does it shut down like the power has been cut, or does it actually close down properly, albeit by it's own accord?
It might be worth just popping into the case and making sure all the fans are working, and that all the cards and memory modules are seated securely and correctly.
I expect someone else will be along later with some more questions / ideas.