3D Game

I’m having a prblem with a 3D game, every time I’m playing I suddenly get cut off from the game and it retun me to my desktop with out telling me anything else, I’m runing Windows XP but I’ve had the same problem before many times on a win98 system and I’ve never been able to find out what is causing that problem I have a good 3D card?????
please help!
how do I correct that and what’s causing it???
Please be deteiled and specific.
Thanks again!
MDL3