My computer is having random shut downs

I just built a computer all new components and I just got windows XP home running on it. After setting up internet and other programs for starters on the computer it shut off, at first I thought it might be because of one of the installs needing to reboot the computer and doing it automatically but then when I was not installing anything it did it again. No error message as its shutting down or starting back up it just shuts off. Any help would be greatly appreciated.